Module net.finmath.lib

Package net.finmath.modelling.modelfactory

Class BlackScholesModelMonteCarloFiniteDifference1D

java.lang.Object

net.finmath.modelling.modelfactory.BlackScholesModelMonteCarloFiniteDifference1D

All Implemented Interfaces:

ModelFactory<BlackScholesModelDescriptor>

public class BlackScholesModelMonteCarloFiniteDifference1D
extends Object
implements ModelFactory<BlackScholesModelDescriptor>

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
BlackScholesModelMonteCarloFiniteDifference1D(double theta)

Method Summary

Modifier and Type	Method	Description
DescribedModel<BlackScholesModelDescriptor>	getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)	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

BlackScholesModelMonteCarloFiniteDifference1D

public BlackScholesModelMonteCarloFiniteDifference1D(double theta)

Method Details

getModelFromDescriptor

public DescribedModel<BlackScholesModelDescriptor> getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)

Description copied from interface: ModelFactory

Get the model for the given descriptor.

Specified by:

getModelFromDescriptor in interface ModelFactory<BlackScholesModelDescriptor>

Parameters:

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

Returns:

The model.