Uses of Interface
net.finmath.modelling.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
Modifier and TypeInterfaceDescriptioninterface
DescribedProduct<T extends ProductDescriptor>
Interface for products which can provide a complete description of themself, i.e.interface
ProductFactory<P extends ProductDescriptor>
Modifier and TypeInterfaceDescriptioninterface
Marker interface for interest rate product descriptors.interface
Interface for a product descriptor.Modifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
DescribedModel.getProductFromDescriptor
(ProductDescriptor productDescriptor) Construct a product from a product descriptor, which may be valued by this model.Modifier 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
Modifier 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
Modifier 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
Modifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor
(ProductDescriptor productDescriptor) Modifier and TypeMethodDescriptionDescribedProduct<? extends ProductDescriptor>
AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor
(ProductDescriptor productDescriptor) -
Uses of ProductDescriptor in net.finmath.modelling.productfactory
Modifier and TypeClassDescriptionclass
ProductFactoryCascade<T extends ProductDescriptor>
Implements a product factory based on a cascade of given factories.Modifier 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)