Module net.finmath.lib
Package net.finmath.modelling.modelfactory
Provides classes to build models from descriptors.
- Author:
- Christian Fries
-
Class Summary Class Description AnalyticModelFactory Factory to build an described analytic model from a descriptor.AnalyticModelFactory.DescribedAnalyticModel Class extendingAnalyticModelFromCurvesAndVols
with the functionality of a described model.AssetModelFourierMethodFactory Constructs asset models, which evaluate products via Monte-Carlo method.AssetModelMonteCarloFactory Constructs asset models, which evaluate products via Monte-Carlo method.BlackScholesModelMonteCarloFactory BlackScholesModelMonteCarloFiniteDifference1D HestonModelMonteCarloFactory