Module net.finmath.lib

Package net.finmath.modelling

Provides interface separating models and products.

Author:

Christian Fries

Interface Summary

Interface	Description
DescribedModel<M extends ModelDescriptor>	Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
DescribedProduct<T extends ProductDescriptor>	Interface for products which can provide a complete description of themself, i.e. the model parameters (independent of the implementation of the numerical method).
InterestRateProductDescriptor	Marker interface for interest rate product descriptors.
Model	Interface to be implemented by all model.
ModelDescriptor	Interface for a model descriptor.
ModelFactory<T extends ModelDescriptor>	A factory to instantiate a model from a given descriptor.
Product	Interface implemented by all financial product which may be valued by a model.
ProductDescriptor	Interface for a product descriptor.
ProductFactory<P extends ProductDescriptor>
SingleAssetProductDescriptor	Interface for a product descriptor.

Class Summary

Class	Description
UnsupportedProduct	A product throwing an exception if its getValue method is called.