Module net.finmath.lib
Package net.finmath.modelling.descriptor
package net.finmath.modelling.descriptor
Provides interface separating implementation from specification (of models and products)
- Author:
- Christian Fries
-
ClassDescriptionMarker interface for descriptors describing an asset model.Marker interface for descriptors describing an interest rate model.Product descriptor for an interest rate swap leg.Product descriptor for an interest rate swap.Product descriptor for an interest rate swaption.Descriptor for the Merton Jump Diffusion Model.Descriptor for a schedule.Describes a European digital option.Describes a European option.