- 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