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- All Known Subinterfaces:
AssetModelDescriptor
,InterestRateModelDescriptor
- All Known Implementing Classes:
AnalyticModelDescriptor
,BlackScholesModelDescriptor
,HestonModelDescriptor
,MertonModelDescriptor
,VarianceGammaModelDescriptor
public interface ModelDescriptor
Interface for a model descriptor. For a description of the general concept see http://finmath.net/finmath-lib/concepts/separationofproductandmodel.- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description String
name()
Return the name of the model represented by this descriptor.Integer
version()
Return the version of the model description.
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