- 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