Uses of Class
net.finmath.modelling.descriptor.HestonModelDescriptor
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Packages that use HestonModelDescriptor Package Description net.finmath.fouriermethod.calibration.models Classes related to the calibration of fourier models.net.finmath.modelling.modelfactory Provides classes to build models from descriptors.net.finmath.montecarlo.assetderivativevaluation.models Equity models implementingProcessModel
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Uses of HestonModelDescriptor in net.finmath.fouriermethod.calibration.models
Constructors in net.finmath.fouriermethod.calibration.models with parameters of type HestonModelDescriptor Constructor Description CalibratableHestonModel(HestonModelDescriptor descriptor)
Basic constructor where all parameters are to be calibrated.CalibratableHestonModel(HestonModelDescriptor descriptor, ScalarParameterInformation volatilityConstraint, ScalarParameterInformation thetaConstraint, ScalarParameterInformation kappaConstraint, ScalarParameterInformation xiConstraint, ScalarParameterInformation rhoConstraint, boolean applyFellerConstraint)
This constructor allows for the specification of constraints. -
Uses of HestonModelDescriptor in net.finmath.modelling.modelfactory
Methods in net.finmath.modelling.modelfactory that return types with arguments of type HestonModelDescriptor Modifier and Type Method Description DescribedModel<HestonModelDescriptor>
HestonModelMonteCarloFactory. getModelFromDescriptor(HestonModelDescriptor modelDescriptor)
Methods in net.finmath.modelling.modelfactory with parameters of type HestonModelDescriptor Modifier and Type Method Description DescribedModel<HestonModelDescriptor>
HestonModelMonteCarloFactory. getModelFromDescriptor(HestonModelDescriptor modelDescriptor)
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Uses of HestonModelDescriptor in net.finmath.montecarlo.assetderivativevaluation.models
Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type HestonModelDescriptor Constructor Description HestonModel(HestonModelDescriptor descriptor, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)
Create the model from a descriptor.
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