Uses of Interface
net.finmath.modelling.DescribedModel
Package
Description
Provides interface separating models and products.
Provides classes to build models from descriptors.
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Uses of DescribedModel in net.finmath.modelling
Modifier and TypeMethodDescriptionDescribedModel<? extends T>
ModelFactory.getModelFromDescriptor
(T descriptor) Get the model for the given descriptor. -
Uses of DescribedModel in net.finmath.modelling.modelfactory
Modifier and TypeClassDescriptionstatic class
Class extendingAnalyticModelFromCurvesAndVols
with the functionality of a described model.Modifier and TypeMethodDescriptionAnalyticModelFactory.getModelFromDescriptor
(AnalyticModelDescriptor descriptor) DescribedModel<? extends AssetModelDescriptor>
AssetModelFourierMethodFactory.getModelFromDescriptor
(AssetModelDescriptor descriptor) DescribedModel<? extends AssetModelDescriptor>
AssetModelMonteCarloFactory.getModelFromDescriptor
(AssetModelDescriptor descriptor) BlackScholesModelMonteCarloFactory.getModelFromDescriptor
(BlackScholesModelDescriptor modelDescriptor) BlackScholesModelMonteCarloFiniteDifference1D.getModelFromDescriptor
(BlackScholesModelDescriptor modelDescriptor) HestonModelMonteCarloFactory.getModelFromDescriptor
(HestonModelDescriptor modelDescriptor)