Uses of Package
net.finmath.modelling.descriptor
| Package | Description |
|---|---|
| net.finmath.fouriermethod.calibration.models |
Classes related to the calibration of fourier models.
|
| net.finmath.fouriermethod.products.smile |
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
|
| net.finmath.marketdata.products |
Provides interface specification and implementation of products, e.g., calibration products.
|
| net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
| net.finmath.modelling.descriptor.xmlparser |
Provides xml parsers to construct descriptors from XML
|
| net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| net.finmath.montecarlo.assetderivativevaluation.models |
Equity models implementing
ProcessModel
e.g. by extending AbstractProcessModel. |
| net.finmath.time |
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
|
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Classes in net.finmath.modelling.descriptor used by net.finmath.fouriermethod.calibration.models Class Description HestonModelDescriptor MertonModelDescriptor Descriptor for the Merton Jump Diffusion Model.VarianceGammaModelDescriptor -
Classes in net.finmath.modelling.descriptor used by net.finmath.fouriermethod.products.smile Class Description SingleAssetEuropeanOptionProductDescriptor Describes a European option. -
Classes in net.finmath.modelling.descriptor used by net.finmath.marketdata.products Class Description InterestRateSwapLegProductDescriptor Product descriptor for an interest rate swap leg.InterestRateSwapProductDescriptor Product descriptor for an interest rate swap. -
Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.descriptor Class Description AssetModelDescriptor Marker interface for descriptors describing an asset model.InterestRateModelDescriptor Marker interface for descriptors describing an interest rate model.InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.ScheduleDescriptor Descriptor for a schedule. -
Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.descriptor.xmlparser Class Description InterestRateSwapProductDescriptor Product descriptor for an interest rate swap. -
Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.modelfactory Class Description AnalyticModelDescriptor AssetModelDescriptor Marker interface for descriptors describing an asset model.BlackScholesModelDescriptor HestonModelDescriptor -
Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.productfactory Class Description InterestRateSwapLegProductDescriptor Product descriptor for an interest rate swap leg.InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.InterestRateSwaptionProductDescriptor Product descriptor for an interest rate swaption.SingleAssetDigitalOptionProductDescriptor Describes a European digital option.SingleAssetEuropeanOptionProductDescriptor Describes a European option. -
Classes in net.finmath.modelling.descriptor used by net.finmath.montecarlo.assetderivativevaluation.models Class Description HestonModelDescriptor MertonModelDescriptor Descriptor for the Merton Jump Diffusion Model.VarianceGammaModelDescriptor -
Classes in net.finmath.modelling.descriptor used by net.finmath.time Class Description ScheduleDescriptor Descriptor for a schedule.