Uses of Interface
net.finmath.modelling.ProductDescriptor
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Packages that use ProductDescriptor Package Description net.finmath.modelling Provides interface separating models and products.net.finmath.modelling.descriptor Provides interface separating implementation from specification (of models and products)net.finmath.modelling.descriptor.xmlparser Provides xml parsers to construct descriptors from XMLnet.finmath.modelling.modelfactory Provides classes to build models from descriptors.net.finmath.modelling.productfactory Provides classes to build products from descriptors. -
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Uses of ProductDescriptor in net.finmath.modelling
Classes in net.finmath.modelling with type parameters of type ProductDescriptor Modifier and Type Interface Description interface
DescribedProduct<T extends ProductDescriptor>
Interface for products which can provide a complete description of themself, i.e.interface
ProductFactory<P extends ProductDescriptor>
Subinterfaces of ProductDescriptor in net.finmath.modelling Modifier and Type Interface Description interface
InterestRateProductDescriptor
Marker interface for interest rate product descriptors.interface
SingleAssetProductDescriptor
Interface for a product descriptor.Methods in net.finmath.modelling that return types with arguments of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends ProductDescriptor>
DescribedModel. getProductFromDescriptor(ProductDescriptor productDescriptor)
Construct a product from a product descriptor, which may be valued by this model.Methods in net.finmath.modelling with parameters of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends ProductDescriptor>
DescribedModel. getProductFromDescriptor(ProductDescriptor productDescriptor)
Construct a product from a product descriptor, which may be valued by this model.DescribedProduct<? extends P>
ProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
Constructs the product from a given product descriptor. -
Uses of ProductDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement ProductDescriptor Modifier and Type Class Description class
InterestRateSwapLegProductDescriptor
Product descriptor for an interest rate swap leg.class
InterestRateSwapProductDescriptor
Product descriptor for an interest rate swap.class
InterestRateSwaptionProductDescriptor
Product descriptor for an interest rate swaption.class
SingleAssetDigitalOptionProductDescriptor
Describes a European digital option.class
SingleAssetEuropeanOptionProductDescriptor
Describes a European option. -
Uses of ProductDescriptor in net.finmath.modelling.descriptor.xmlparser
Methods in net.finmath.modelling.descriptor.xmlparser that return ProductDescriptor Modifier and Type Method Description ProductDescriptor
FIPXMLParser. getProductDescriptor(File file)
ProductDescriptor
FPMLParser. getProductDescriptor(File file)
ProductDescriptor
XMLParser. getProductDescriptor(File file)
Parse a product descriptor from a file. -
Uses of ProductDescriptor in net.finmath.modelling.modelfactory
Methods in net.finmath.modelling.modelfactory that return types with arguments of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends ProductDescriptor>
AnalyticModelFactory.DescribedAnalyticModel. getProductFromDescriptor(ProductDescriptor productDescriptor)
Methods in net.finmath.modelling.modelfactory with parameters of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends ProductDescriptor>
AnalyticModelFactory.DescribedAnalyticModel. getProductFromDescriptor(ProductDescriptor productDescriptor)
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Uses of ProductDescriptor in net.finmath.modelling.productfactory
Classes in net.finmath.modelling.productfactory with type parameters of type ProductDescriptor Modifier and Type Class Description class
ProductFactoryCascade<T extends ProductDescriptor>
Implements a product factory based on a cascade of given factories.Methods in net.finmath.modelling.productfactory with parameters of type ProductDescriptor Modifier and Type Method Description DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateAnalyticProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateMonteCarloProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends T>
ProductFactoryCascade. getProductFromDescriptor(ProductDescriptor productDescriptor)
DescribedProduct<? extends SingleAssetProductDescriptor>
SingleAssetFourierProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends SingleAssetProductDescriptor>
SingleAssetMonteCarloProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
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