Uses of Interface
net.finmath.modelling.descriptor.AssetModelDescriptor
Packages that use AssetModelDescriptor
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides classes to build models from descriptors.
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Uses of AssetModelDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement AssetModelDescriptorModifier and TypeClassDescriptionclassclassclassDescriptor for the Merton Jump Diffusion Model.class -
Uses of AssetModelDescriptor in net.finmath.modelling.modelfactory
Classes in net.finmath.modelling.modelfactory that implement interfaces with type arguments of type AssetModelDescriptorModifier and TypeClassDescriptionclassConstructs asset models, which evaluate products via Monte-Carlo method.classConstructs asset models, which evaluate products via Monte-Carlo method.Methods in net.finmath.modelling.modelfactory that return types with arguments of type AssetModelDescriptorModifier and TypeMethodDescriptionDescribedModel<? extends AssetModelDescriptor> AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) DescribedModel<? extends AssetModelDescriptor> AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) Methods in net.finmath.modelling.modelfactory with parameters of type AssetModelDescriptorModifier and TypeMethodDescriptionDescribedModel<? extends AssetModelDescriptor> AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) DescribedModel<? extends AssetModelDescriptor> AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor)