Uses of Interface
net.finmath.modelling.ProductDescriptor
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Packages that use ProductDescriptor Package Description 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 XMLnet.finmath.modelling.modelfactory Provides classes to build models from descriptors.net.finmath.modelling.productfactory Provides classes to build products from descriptors. -
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Uses of ProductDescriptor in net.finmath.modelling
Classes in net.finmath.modelling with type parameters of type ProductDescriptor Modifier and Type Interface Description interfaceDescribedProduct<T extends ProductDescriptor>Interface for products which can provide a complete description of themself, i.e.interfaceProductFactory<P extends ProductDescriptor>Subinterfaces of ProductDescriptor in net.finmath.modelling Modifier and Type Interface Description interfaceInterestRateProductDescriptorMarker interface for interest rate product descriptors.interfaceSingleAssetProductDescriptorInterface for a product descriptor.Methods in net.finmath.modelling that return types with arguments of type ProductDescriptor 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.Methods in net.finmath.modelling with parameters of type ProductDescriptor 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 ProductDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement ProductDescriptor Modifier and Type Class Description classInterestRateSwapLegProductDescriptorProduct descriptor for an interest rate swap leg.classInterestRateSwapProductDescriptorProduct descriptor for an interest rate swap.classInterestRateSwaptionProductDescriptorProduct descriptor for an interest rate swaption.classSingleAssetDigitalOptionProductDescriptorDescribes a European digital option.classSingleAssetEuropeanOptionProductDescriptorDescribes a European option. -
Uses of ProductDescriptor in net.finmath.modelling.descriptor.xmlparser
Methods in net.finmath.modelling.descriptor.xmlparser that return ProductDescriptor Modifier and Type Method Description ProductDescriptorFIPXMLParser. getProductDescriptor(File file)ProductDescriptorFPMLParser. getProductDescriptor(File file)ProductDescriptorXMLParser. getProductDescriptor(File file)Parse a product descriptor from a file. -
Uses of ProductDescriptor in net.finmath.modelling.modelfactory
Methods in net.finmath.modelling.modelfactory that return types with arguments of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends ProductDescriptor>AnalyticModelFactory.DescribedAnalyticModel. getProductFromDescriptor(ProductDescriptor productDescriptor)Methods in net.finmath.modelling.modelfactory with parameters of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends ProductDescriptor>AnalyticModelFactory.DescribedAnalyticModel. getProductFromDescriptor(ProductDescriptor productDescriptor) -
Uses of ProductDescriptor in net.finmath.modelling.productfactory
Classes in net.finmath.modelling.productfactory with type parameters of type ProductDescriptor Modifier and Type Class Description classProductFactoryCascade<T extends ProductDescriptor>Implements a product factory based on a cascade of given factories.Methods in net.finmath.modelling.productfactory with parameters of type ProductDescriptor 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)
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