- All Known Subinterfaces:
AnalyticModel,AnalyticModel,AssetModelMonteCarloSimulationModel,CharacteristicFunctionModel,CrossCurrencyTermStructureMonteCarloSimulationModel,DescribedModel<M>,FiniteDifference1DModel,HybridAssetLIBORModelMonteCarloSimulation,HybridAssetMonteCarloSimulation,LIBORModelMonteCarloSimulationModel,MonteCarloSimulationModel,TermStructureMonteCarloSimulationModel,VolatilityCubeModel
- All Known Implementing Classes:
AnalyticModelFactory.DescribedAnalyticModel,AnalyticModelFromCurvesAndVols,AnalyticModelFromCurvesAndVols,AnalyticModelWithVolatilityCubes,BatesModel,BlackScholesModel,CrossCurrencyLIBORMarketModelFromModels,FDMBlackScholesModel,FDMConstantElasticityOfVarianceModel,HestonModel,HybridAssetLIBORModelMonteCarloSimulationFromModels,LIBORMonteCarloSimulationFromLIBORModel,LIBORMonteCarloSimulationFromTermStructureModel,MertonModel,MonteCarloAssetModel,MonteCarloBlackScholesModel,MonteCarloBlackScholesModel2,MonteCarloMertonModel,MonteCarloMultiAssetBlackScholesModel,MonteCarloVarianceGammaModel,TermStructureMonteCarloSimulationFromTermStructureModel,VarianceGammaModel
public interface Model
Interface to be implemented by all model.
Used in specification of the
Product.
For a description of the general concept see http://finmath.net/finmath-lib/concepts/separationofproductandmodel.- Version:
- 1.0
- Author:
- Christian Fries