Module net.finmath.lib
Package net.finmath.modelling
Provides interface separating models and products.
- Author:
- Christian Fries
-
Interface Summary Interface Description DescribedModel<M extends ModelDescriptor> Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).DescribedProduct<T extends ProductDescriptor> Interface for products which can provide a complete description of themself, i.e.InterestRateProductDescriptor Marker interface for interest rate product descriptors.Model Interface to be implemented by all model.ModelDescriptor Interface for a model descriptor.ModelFactory<T extends ModelDescriptor> A factory to instantiate a model from a given descriptor.Product Interface implemented by all financial product which may be valued by a model.ProductDescriptor Interface for a product descriptor.ProductFactory<P extends ProductDescriptor> SingleAssetProductDescriptor Interface for a product descriptor. -
Class Summary Class Description UnsupportedProduct A product throwing an exception if itsgetValue
method is called.