Module net.finmath.lib
Package net.finmath.modelling

Interface ModelFactory<T extends ModelDescriptor>

Type Parameters:
T - An interface extending model descriptor given the descriptor describing the class impelmenting this interface.
All Known Implementing Classes:
AnalyticModelFactory, AssetModelFourierMethodFactory, AssetModelMonteCarloFactory, BlackScholesModelMonteCarloFactory, BlackScholesModelMonteCarloFiniteDifference1D, HestonModelMonteCarloFactory
public interface ModelFactory<T extends ModelDescriptor>
A factory to instantiate a model from a given descriptor. Factories are specific to a numerical method.
Version:
1.0
Author:
Christian Fries, Luca Del Re

  • Method Summary

    Modifier and Type
    Method
    Description
    DescribedModel<? extends T>
    getModelFromDescriptor​(T descriptor)
    Get the model for the given descriptor.

  • Method Details

    • getModelFromDescriptor

      DescribedModel<? extends T> getModelFromDescriptor​(T descriptor)
      Get the model for the given descriptor.
      Parameters:
      descriptor - An object being able to describe the given model.
      Returns:
      The model.