Uses of Interface
net.finmath.modelling.DescribedModel
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Packages that use DescribedModel Package Description net.finmath.modelling Provides interface separating models and products.net.finmath.modelling.modelfactory Provides classes to build models from descriptors. -
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Uses of DescribedModel in net.finmath.modelling
Methods in net.finmath.modelling that return DescribedModel Modifier and Type Method Description DescribedModel<? extends T>
ModelFactory. getModelFromDescriptor(T descriptor)
Get the model for the given descriptor. -
Uses of DescribedModel in net.finmath.modelling.modelfactory
Classes in net.finmath.modelling.modelfactory that implement DescribedModel Modifier and Type Class Description static class
AnalyticModelFactory.DescribedAnalyticModel
Class extendingAnalyticModelFromCurvesAndVols
with the functionality of a described model.Methods in net.finmath.modelling.modelfactory that return DescribedModel Modifier and Type Method Description DescribedModel<AnalyticModelDescriptor>
AnalyticModelFactory. getModelFromDescriptor(AnalyticModelDescriptor descriptor)
DescribedModel<? extends AssetModelDescriptor>
AssetModelFourierMethodFactory. getModelFromDescriptor(AssetModelDescriptor descriptor)
DescribedModel<? extends AssetModelDescriptor>
AssetModelMonteCarloFactory. getModelFromDescriptor(AssetModelDescriptor descriptor)
DescribedModel<BlackScholesModelDescriptor>
BlackScholesModelMonteCarloFactory. getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)
DescribedModel<BlackScholesModelDescriptor>
BlackScholesModelMonteCarloFiniteDifference1D. getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)
DescribedModel<HestonModelDescriptor>
HestonModelMonteCarloFactory. getModelFromDescriptor(HestonModelDescriptor modelDescriptor)
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