Module net.finmath.lib

Package net.finmath.modelling.modelfactory

package net.finmath.modelling.modelfactory

Provides classes to build models from descriptors.

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.modelling	Provides interface separating models and products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.
net.finmath.modelling.products	Interface and base classes related to products.

Classes

Class	Description
AnalyticModelFactory	Factory to build an described analytic model from a descriptor.
AnalyticModelFactory.DescribedAnalyticModel	Class extending AnalyticModelFromCurvesAndVols with the functionality of a described model.
AssetModelFourierMethodFactory	Constructs asset models, which evaluate products via Monte-Carlo method.
AssetModelMonteCarloFactory	Constructs asset models, which evaluate products via Monte-Carlo method.
BlackScholesModelMonteCarloFactory
BlackScholesModelMonteCarloFiniteDifference1D
HestonModelMonteCarloFactory