Uses of Interface
net.finmath.modelling.DescribedModel
Packages that use DescribedModel
Package
Description
Provides interface separating models and products.
Provides classes to build models from descriptors.
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Uses of DescribedModel in net.finmath.modelling
Methods in net.finmath.modelling that return DescribedModelModifier and TypeMethodDescriptionDescribedModel<? extends T> ModelFactory.getModelFromDescriptor(T descriptor) Get the model for the given descriptor. -
Uses of DescribedModel in net.finmath.modelling.modelfactory
Classes in net.finmath.modelling.modelfactory that implement DescribedModelModifier and TypeClassDescriptionstatic classClass extendingAnalyticModelFromCurvesAndVolswith the functionality of a described model.Methods in net.finmath.modelling.modelfactory that return DescribedModelModifier and TypeMethodDescriptionAnalyticModelFactory.getModelFromDescriptor(AnalyticModelDescriptor descriptor) DescribedModel<? extends AssetModelDescriptor> AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) DescribedModel<? extends AssetModelDescriptor> AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) BlackScholesModelMonteCarloFactory.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor) BlackScholesModelMonteCarloFiniteDifference1D.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor) HestonModelMonteCarloFactory.getModelFromDescriptor(HestonModelDescriptor modelDescriptor)