Uses of Interface
net.finmath.modelling.Model

Packages that use Model
Package
Description
Models provided for finite difference solvers.
Product valuation code for models using backward propagation.
Provides characteristic functions of stochastic processes (models).
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Provides interface specification and implementation of a model, which is essentially a collection of curves.
Provides interface specification and implementation of products, e.g., calibration products.
Provides interface specification and implementation of a model, which is essentially a collection of curves.
Provides interface specification and implementation of products, e.g., calibration products.
Provides interface separating models and products.
Provides classes to build models from descriptors.
Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
Monte-Carlo models for asset value processes, like the Black Scholes model.
Products which may be valued using an AssetModelMonteCarloSimulationModel.
Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.
Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.
Provides interfaces and classes needed to generate interest rate models model (using numerical algorithms from net.finmath.montecarlo.process.
Legacy classes related to Monte-Carlo simulation - used for teaching only.
Classes extending the regular analytic model, see net.finmath.marketdata.model, with the capacity to hold volatility cubes, see VolatilityCube.
Provides interface specification and implementation of product based on a single interest rate curve.