Class AssetModelFourierMethodFactory

java.lang.Object
net.finmath.modelling.modelfactory.AssetModelFourierMethodFactory
All Implemented Interfaces:
ModelFactory<AssetModelDescriptor>

public class AssetModelFourierMethodFactory extends Object implements ModelFactory<AssetModelDescriptor>
Constructs asset models, which evaluate products via Monte-Carlo method.
Author:
Christian Fries, Roland Bachl