Module net.finmath.lib
Class HestonModelMonteCarloFactory
- java.lang.Object
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- net.finmath.modelling.modelfactory.HestonModelMonteCarloFactory
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- All Implemented Interfaces:
ModelFactory<HestonModelDescriptor>
public class HestonModelMonteCarloFactory extends Object implements ModelFactory<HestonModelDescriptor>
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description HestonModelMonteCarloFactory(HestonModel.Scheme scheme, RandomVariableFactory abstractRandomVariableFactory, IndependentIncrements brownianMotion)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DescribedModel<HestonModelDescriptor>
getModelFromDescriptor(HestonModelDescriptor modelDescriptor)
Get the model for the given descriptor.
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Constructor Detail
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HestonModelMonteCarloFactory
public HestonModelMonteCarloFactory(HestonModel.Scheme scheme, RandomVariableFactory abstractRandomVariableFactory, IndependentIncrements brownianMotion)
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Method Detail
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getModelFromDescriptor
public DescribedModel<HestonModelDescriptor> getModelFromDescriptor(HestonModelDescriptor modelDescriptor)
Description copied from interface:ModelFactory
Get the model for the given descriptor.- Specified by:
getModelFromDescriptor
in interfaceModelFactory<HestonModelDescriptor>
- Parameters:
modelDescriptor
- An object being able to describe the given model.- Returns:
- The model.
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