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.
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ClassDescriptionDescriptor for the Merton Jump Diffusion Model.
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ClassDescriptionProduct descriptor for an interest rate swap leg.Product descriptor for an interest rate swap.
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ClassDescriptionMarker interface for descriptors describing an asset model.Marker interface for descriptors describing an interest rate model.Product descriptor for an interest rate swap.Descriptor for a schedule.
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ClassDescriptionMarker interface for descriptors describing an asset model.
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ClassDescriptionProduct descriptor for an interest rate swap leg.Product descriptor for an interest rate swap.Product descriptor for an interest rate swaption.Describes a European digital option.Describes a European option.
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ClassDescriptionDescriptor for the Merton Jump Diffusion Model.
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