Interface Model

All Known Subinterfaces:
AnalyticModel, AnalyticModel, AssetModelMonteCarloSimulationModel, CharacteristicFunctionModel, CrossCurrencyTermStructureMonteCarloSimulationModel, DescribedModel<M>, FiniteDifference1DModel, HybridAssetLIBORModelMonteCarloSimulation, HybridAssetMonteCarloSimulation, LIBORModelMonteCarloSimulationModel, MonteCarloSimulationModel, TermStructureMonteCarloSimulationModel, VolatilityCubeModel
All Known Implementing Classes:
AnalyticModelFactory.DescribedAnalyticModel, AnalyticModelFromCurvesAndVols, AnalyticModelFromCurvesAndVols, AnalyticModelWithVolatilityCubes, BatesModel, BlackScholesModel, CrossCurrencyLIBORMarketModelFromModels, FDMBlackScholesModel, FDMConstantElasticityOfVarianceModel, HestonModel, HybridAssetLIBORModelMonteCarloSimulationFromModels, LIBORMonteCarloSimulationFromLIBORModel, LIBORMonteCarloSimulationFromTermStructureModel, MertonModel, MonteCarloAssetModel, MonteCarloBlackScholesModel, MonteCarloBlackScholesModel2, MonteCarloMertonModel, MonteCarloMultiAssetBlackScholesModel, MonteCarloVarianceGammaModel, TermStructureMonteCarloSimulationFromTermStructureModel, VarianceGammaModel

public interface Model
Interface to be implemented by all model. Used in specification of the Product. For a description of the general concept see http://finmath.net/finmath-lib/concepts/separationofproductandmodel.
Version:
1.0
Author:
Christian Fries