Uses of Interface
net.finmath.modelling.DescribedModel
Packages that use 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
Methods in net.finmath.modelling that return DescribedModelModifier and TypeMethodDescriptionDescribedModel<? extends T>
ModelFactory.getModelFromDescriptor(T descriptor)
Get the model for the given descriptor. -
Uses of DescribedModel in net.finmath.modelling.modelfactory
Classes in net.finmath.modelling.modelfactory that implement DescribedModelModifier and TypeClassDescriptionstatic class
Class extendingAnalyticModelFromCurvesAndVols
with the functionality of a described model.Methods in net.finmath.modelling.modelfactory that return DescribedModelModifier 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)