Module net.finmath.lib
Package net.finmath.modelling.descriptor
Provides interface separating implementation from specification (of models and products)
- Author:
- Christian Fries
-
Interface Summary Interface Description AssetModelDescriptor Marker interface for descriptors describing an asset model.InterestRateModelDescriptor Marker interface for descriptors describing an interest rate model. -
Class Summary Class Description AnalyticModelDescriptor BlackScholesModelDescriptor HestonModelDescriptor InterestRateSwapLegProductDescriptor Product descriptor for an interest rate swap leg.InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.InterestRateSwaptionProductDescriptor Product descriptor for an interest rate swaption.MertonModelDescriptor Descriptor for the Merton Jump Diffusion Model.ScheduleDescriptor Descriptor for a schedule.SingleAssetDigitalOptionProductDescriptor Describes a European digital option.SingleAssetEuropeanOptionProductDescriptor Describes a European option.VarianceGammaModelDescriptor