Uses of Package
net.finmath.modelling.descriptor

Package
Description
Classes related to the calibration of fourier models.
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
Provides interface specification and implementation of products, e.g., calibration products.
Provides interface separating implementation from specification (of models and products)
Provides xml parsers to construct descriptors from XML
Provides classes to build models from descriptors.
Provides classes to build products from descriptors.
Equity models implementing ProcessModel e.g.
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.