Module net.finmath.lib

Package net.finmath.modelling.modelfactory

Class AnalyticModelFactory

java.lang.Object

net.finmath.modelling.modelfactory.AnalyticModelFactory

All Implemented Interfaces:

ModelFactory<AnalyticModelDescriptor>

public class AnalyticModelFactory
extends Object
implements ModelFactory<AnalyticModelDescriptor>

Factory to build an described analytic model from a descriptor.

Author:

Christian Fries, Roland Bachl

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	AnalyticModelFactory.DescribedAnalyticModel	Class extending AnalyticModelFromCurvesAndVols with the functionality of a described model.

Constructor Summary

Constructors

Constructor	Description
AnalyticModelFactory()

Method Summary

Modifier and Type	Method	Description
DescribedModel<AnalyticModelDescriptor>	getModelFromDescriptor(AnalyticModelDescriptor descriptor)	Get the model for the given descriptor.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

AnalyticModelFactory

public AnalyticModelFactory()

Method Details

getModelFromDescriptor

public DescribedModel<AnalyticModelDescriptor> getModelFromDescriptor(AnalyticModelDescriptor descriptor)

Description copied from interface: ModelFactory

Get the model for the given descriptor.

Specified by:

getModelFromDescriptor in interface ModelFactory<AnalyticModelDescriptor>

Parameters:

descriptor - An object being able to describe the given model.

Returns:

The model.