Uses of Interface
net.finmath.modelling.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
Modifier 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
Modifier 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
Modifier and TypeInterfaceDescriptioninterface
Marker interface for descriptors describing an asset model.interface
Marker interface for descriptors describing an interest rate model.Modifier and TypeClassDescriptionclass
class
class
class
Descriptor for the Merton Jump Diffusion Model.class