Module net.finmath.lib
Class AssetModelFourierMethodFactory
- java.lang.Object
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- net.finmath.modelling.modelfactory.AssetModelFourierMethodFactory
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- All Implemented Interfaces:
ModelFactory<AssetModelDescriptor>
public class AssetModelFourierMethodFactory extends Object implements ModelFactory<AssetModelDescriptor>
Constructs asset models, which evaluate products via Monte-Carlo method.- Author:
- Christian Fries, Roland Bachl
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Constructor Summary
Constructors Constructor Description AssetModelFourierMethodFactory()
Create the factory.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DescribedModel<? extends AssetModelDescriptor>
getModelFromDescriptor(AssetModelDescriptor descriptor)
Get the model for the given descriptor.
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Method Detail
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getModelFromDescriptor
public DescribedModel<? extends AssetModelDescriptor> getModelFromDescriptor(AssetModelDescriptor descriptor)
Description copied from interface:ModelFactory
Get the model for the given descriptor.- Specified by:
getModelFromDescriptor
in interfaceModelFactory<AssetModelDescriptor>
- Parameters:
descriptor
- An object being able to describe the given model.- Returns:
- The model.
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