Interface ModelDescriptor

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

  • Method Summary

    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.

  • Method Details

    • version

      Integer version()
      Return the version of the model description.
      Returns:
      Version number.

    • name

      String name()
      Return the name of the model represented by this descriptor.
      Returns:
      Name of the model.