Module net.finmath.lib
Package net.finmath.modelling.descriptor

Interface InterestRateModelDescriptor

  • All Superinterfaces:
    ModelDescriptor
    All Known Implementing Classes:
    AnalyticModelDescriptor
    public interface InterestRateModelDescriptor
extends ModelDescriptor
    Marker interface for descriptors describing an interest rate model.
    Version:
    1.0
    Author:
    Christian Fries, Roland Bachl