Uses of Interface
net.finmath.modelling.DescribedProduct

Packages that use DescribedProduct

Package	Description
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling	Provides interface separating models and products.
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of DescribedProduct in net.finmath.marketdata.products

Classes in net.finmath.marketdata.products that implement DescribedProduct

Modifier and Type	Class	Description
class	Swap	Implements the valuation of a swap using curves (discount curve, forward curve).
class	SwapLeg	Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).

Uses of DescribedProduct in net.finmath.modelling

Methods in net.finmath.modelling that return DescribedProduct

Modifier and Type	Method	Description
DescribedProduct<? extends ProductDescriptor>	DescribedModel.getProductFromDescriptor(ProductDescriptor productDescriptor)	Construct a product from a product descriptor, which may be valued by this model.
DescribedProduct<? extends P>	ProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)	Constructs the product from a given product descriptor.

Uses of DescribedProduct in net.finmath.modelling.modelfactory

Methods in net.finmath.modelling.modelfactory that return DescribedProduct

Modifier and Type	Method	Description
DescribedProduct<? extends ProductDescriptor>	AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor(ProductDescriptor productDescriptor)

Uses of DescribedProduct in net.finmath.modelling.productfactory

Classes in net.finmath.modelling.productfactory that implement DescribedProduct

Modifier and Type	Class	Description
static class	InterestRateMonteCarloProductFactory.SwapLegMonteCarlo	Monte-Carlo method based implementation of a interest rate swap leg from a product descriptor.
static class	InterestRateMonteCarloProductFactory.SwapMonteCarlo	Monte-Carlo method based implementation of a interest rate swap from a product descriptor.
static class	InterestRateMonteCarloProductFactory.SwaptionPhysicalMonteCarlo	Monte-Carlo method based implementation of a physically settled interest rate swaption from a product descriptor.
static class	SingleAssetFourierProductFactory.DigitalOptionFourierMethod	Fourier method based implementation of a digital option from a product descriptor.
static class	SingleAssetFourierProductFactory.EuropeanOptionFourierMethod	Fourier method based implementation of a European option from a product descriptor.
static class	SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo	Monte-Carlo method based implementation of a digital option from a product descriptor.
static class	SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo	Monte-Carlo method based implementation of a European option from a product descriptor.

Methods in net.finmath.modelling.productfactory that return DescribedProduct

Modifier and Type	Method	Description
DescribedProduct<? extends InterestRateProductDescriptor>	InterestRateAnalyticProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends InterestRateProductDescriptor>	InterestRateMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends T>	ProductFactoryCascade.getProductFromDescriptor(ProductDescriptor productDescriptor)
DescribedProduct<? extends SingleAssetProductDescriptor>	SingleAssetFourierProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends SingleAssetProductDescriptor>	SingleAssetMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)