Uses of Package
net.finmath.modelling

Packages that use net.finmath.modelling

Package	Description
net.finmath.finitedifference.models	Models provided for finite difference solvers.
net.finmath.finitedifference.products	Product valuation code for models using backward propagation.
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.fouriermethod.models	Provides characteristic functions of stochastic processes (models).
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata.model.bond	Provides classes related to the modeling of Bond curves.
net.finmath.marketdata.model.volatility.caplet	Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.marketdata2.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling	Provides interface separating models and 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	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.
net.finmath.montecarlo.crosscurrency	Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.hybridassetinterestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.montecarlo.products	Products which are model independent, but assume a Monte-Carlo simulation.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation	Legacy classes related to Monte-Carlo simulation - used for teaching only.
net.finmath.singleswaprate.model	Classes extending the regular analytic model, see net.finmath.marketdata.model, with the capacity to hold volatility cubes, see VolatilityCube.
net.finmath.singleswaprate.products	Provides interface specification and implementation of product based on a single interest rate curve.

Classes in net.finmath.modelling used by net.finmath.finitedifference.models

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.finitedifference.products

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.fouriermethod.calibration.models

Class	Description
ModelDescriptor	Interface for a model descriptor.

Classes in net.finmath.modelling used by net.finmath.fouriermethod.models

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.fouriermethod.products

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.marketdata.model

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.marketdata.model.bond

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.marketdata.model.volatility.caplet

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.marketdata.products

Class	Description
DescribedProduct	Interface for products which can provide a complete description of themself, i.e.
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.marketdata2.model

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.marketdata2.products

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.modelling

Class	Description
DescribedModel	Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
DescribedProduct	Interface for products which can provide a complete description of themself, i.e.
Model	Interface to be implemented by all model.
ModelDescriptor	Interface for a model descriptor.
Product	Interface implemented by all financial product which may be valued by a model.
ProductDescriptor	Interface for a product descriptor.

Classes in net.finmath.modelling used by net.finmath.modelling.descriptor

Class	Description
InterestRateProductDescriptor	Marker interface for interest rate product descriptors.
ModelDescriptor	Interface for a model descriptor.
ProductDescriptor	Interface for a product descriptor.
SingleAssetProductDescriptor	Interface for a product descriptor.

Classes in net.finmath.modelling used by net.finmath.modelling.descriptor.xmlparser

Class	Description
ProductDescriptor	Interface for a product descriptor.

Classes in net.finmath.modelling used by net.finmath.modelling.modelfactory

Class	Description
DescribedModel	Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
DescribedProduct	Interface for products which can provide a complete description of themself, i.e.
Model	Interface to be implemented by all model.
ModelFactory	A factory to instantiate a model from a given descriptor.
ProductDescriptor	Interface for a product descriptor.

Classes in net.finmath.modelling used by net.finmath.modelling.productfactory

Class	Description
DescribedProduct	Interface for products which can provide a complete description of themself, i.e.
InterestRateProductDescriptor	Marker interface for interest rate product descriptors.
Product	Interface implemented by all financial product which may be valued by a model.
ProductDescriptor	Interface for a product descriptor.
ProductFactory
SingleAssetProductDescriptor	Interface for a product descriptor.

Classes in net.finmath.modelling used by net.finmath.montecarlo

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.assetderivativevaluation

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.assetderivativevaluation.products

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.crosscurrency

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.hybridassetinterestrate

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.hybridassetinterestrate.products

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.models

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.products

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.products.components

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.products.indices

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.products

Class	Description
Product	Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.singleswaprate.model

Class	Description
Model	Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.singleswaprate.products

Class	Description
Model	Interface to be implemented by all model.
Product	Interface implemented by all financial product which may be valued by a model.