Module net.finmath.lib

Package net.finmath.modelling.descriptor

Provides interface separating implementation from specification (of models and products)

Author:

Christian Fries

Interface Summary

Interface	Description
AssetModelDescriptor	Marker interface for descriptors describing an asset model.
InterestRateModelDescriptor	Marker interface for descriptors describing an interest rate model.

Class Summary

Class	Description
AnalyticModelDescriptor
BlackScholesModelDescriptor
HestonModelDescriptor
InterestRateSwapLegProductDescriptor	Product descriptor for an interest rate swap leg.
InterestRateSwapProductDescriptor	Product descriptor for an interest rate swap.
InterestRateSwaptionProductDescriptor	Product descriptor for an interest rate swaption.
MertonModelDescriptor	Descriptor for the Merton Jump Diffusion Model.
ScheduleDescriptor	Descriptor for a schedule.
SingleAssetDigitalOptionProductDescriptor	Describes a European digital option.
SingleAssetEuropeanOptionProductDescriptor	Describes a European option.
VarianceGammaModelDescriptor