Uses of Interface
net.finmath.modelling.ProductDescriptor
Packages that use ProductDescriptor
Package
Description
Provides interface separating models and products.
Provides interface separating implementation from specification (of models and products)
Provides xml parsers to construct descriptors from XML
Provides classes to build models from descriptors.
Provides classes to build products from descriptors.
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Uses of ProductDescriptor in net.finmath.modelling
Classes in net.finmath.modelling with type parameters of type ProductDescriptorModifier and TypeInterfaceDescriptioninterface
DescribedProduct<T extends ProductDescriptor>
Interface for products which can provide a complete description of themself, i.e.interface
ProductFactory<P extends ProductDescriptor>
Subinterfaces of ProductDescriptor in net.finmath.modellingModifier and TypeInterfaceDescriptioninterface
Marker interface for interest rate product descriptors.interface
Interface for a product descriptor.Methods in net.finmath.modelling that return types with arguments of type ProductDescriptorModifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
DescribedModel.getProductFromDescriptor(ProductDescriptor productDescriptor)
Construct a product from a product descriptor, which may be valued by this model.Methods in net.finmath.modelling with parameters of type ProductDescriptorModifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
DescribedModel.getProductFromDescriptor(ProductDescriptor productDescriptor)
Construct a product from a product descriptor, which may be valued by this model.DescribedProduct<? extends P>
ProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
Constructs the product from a given product descriptor. -
Uses of ProductDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement ProductDescriptorModifier and TypeClassDescriptionclass
Product descriptor for an interest rate swap leg.class
Product descriptor for an interest rate swap.class
Product descriptor for an interest rate swaption.class
Describes a European digital option.class
Describes a European option. -
Uses of ProductDescriptor in net.finmath.modelling.descriptor.xmlparser
Methods in net.finmath.modelling.descriptor.xmlparser that return ProductDescriptorModifier and TypeMethodDescriptionFIPXMLParser.getProductDescriptor(File file)
FPMLParser.getProductDescriptor(File file)
FPMLParser.getProductDescriptor(Node node)
Generates a product descriptor from an already existing Document.XMLParser.getProductDescriptor(File file)
Parse a product descriptor from a file. -
Uses of ProductDescriptor in net.finmath.modelling.modelfactory
Methods in net.finmath.modelling.modelfactory that return types with arguments of type ProductDescriptorModifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor(ProductDescriptor productDescriptor)
Methods in net.finmath.modelling.modelfactory with parameters of type ProductDescriptorModifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor(ProductDescriptor productDescriptor)
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Uses of ProductDescriptor in net.finmath.modelling.productfactory
Classes in net.finmath.modelling.productfactory with type parameters of type ProductDescriptorModifier and TypeClassDescriptionclass
ProductFactoryCascade<T extends ProductDescriptor>
Implements a product factory based on a cascade of given factories.Methods in net.finmath.modelling.productfactory with parameters of type ProductDescriptorModifier and TypeMethodDescriptionDescribedProduct<? extends InterestRateProductDescriptor>
InterestRateAnalyticProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends T>
ProductFactoryCascade.getProductFromDescriptor(ProductDescriptor productDescriptor)
DescribedProduct<? extends SingleAssetProductDescriptor>
SingleAssetFourierProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends SingleAssetProductDescriptor>
SingleAssetMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)