Module net.finmath.lib

Package net.finmath.modelling.descriptor

package net.finmath.modelling.descriptor

Provides interface separating implementation from specification (of models and products)

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.modelling	Provides interface separating models and products.
net.finmath.modelling.descriptor.xmlparser	Provides xml parsers to construct descriptors from XML
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.
net.finmath.modelling.products	Interface and base classes related to products.

Class	Description
AnalyticModelDescriptor
AssetModelDescriptor	Marker interface for descriptors describing an asset model.
BlackScholesModelDescriptor
HestonModelDescriptor
InterestRateModelDescriptor	Marker interface for descriptors describing an interest rate model.
InterestRateSwapLegProductDescriptor	Product descriptor for an interest rate swap leg.
InterestRateSwapProductDescriptor	Product descriptor for an interest rate swap.
InterestRateSwaptionProductDescriptor	Product descriptor for an interest rate swaption.
MertonModelDescriptor	Descriptor for the Merton Jump Diffusion Model.
ScheduleDescriptor	Descriptor for a schedule.
SingleAssetDigitalOptionProductDescriptor	Describes a European digital option.
SingleAssetEuropeanOptionProductDescriptor	Describes a European option.
VarianceGammaModelDescriptor