Uses of Interface
net.finmath.modelling.ModelDescriptor
Packages that use ModelDescriptor
Package
Description
Classes related to the calibration of fourier models.
Provides interface separating models and products.
Provides interface separating implementation from specification (of models and products)
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Uses of ModelDescriptor in net.finmath.fouriermethod.calibration.models
Methods in net.finmath.fouriermethod.calibration.models that return ModelDescriptorModifier and TypeMethodDescriptionCalibratableHestonModel.getModelDescriptor()
CalibratableMertonModel.getModelDescriptor()
CalibratableProcess.getModelDescriptor()
Every class implementing this interface must contain a ModelDescriptor from which we can create some concrete model.CalibratableVarianceGammaModel.getModelDescriptor()
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Uses of ModelDescriptor in net.finmath.modelling
Classes in net.finmath.modelling with type parameters of type ModelDescriptorModifier and TypeInterfaceDescriptioninterface
DescribedModel<M extends ModelDescriptor>
Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).interface
ModelFactory<T extends ModelDescriptor>
A factory to instantiate a model from a given descriptor. -
Uses of ModelDescriptor in net.finmath.modelling.descriptor
Subinterfaces of ModelDescriptor in net.finmath.modelling.descriptorModifier and TypeInterfaceDescriptioninterface
Marker interface for descriptors describing an asset model.interface
Marker interface for descriptors describing an interest rate model.Classes in net.finmath.modelling.descriptor that implement ModelDescriptorModifier and TypeClassDescriptionclass
class
class
class
Descriptor for the Merton Jump Diffusion Model.class