Uses of Package
net.finmath.modelling.descriptor

Packages that use net.finmath.modelling.descriptor

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of 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.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Classes in net.finmath.modelling.descriptor used by net.finmath.fouriermethod.calibration.models

Class	Description
HestonModelDescriptor
MertonModelDescriptor	Descriptor for the Merton Jump Diffusion Model.
VarianceGammaModelDescriptor

Classes in net.finmath.modelling.descriptor used by net.finmath.fouriermethod.products.smile

Class	Description
SingleAssetEuropeanOptionProductDescriptor	Describes a European option.

Classes in net.finmath.modelling.descriptor used by net.finmath.marketdata.products

Class	Description
InterestRateSwapLegProductDescriptor	Product descriptor for an interest rate swap leg.
InterestRateSwapProductDescriptor	Product descriptor for an interest rate swap.

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.descriptor

Class	Description
AssetModelDescriptor	Marker interface for descriptors describing an asset model.
InterestRateModelDescriptor	Marker interface for descriptors describing an interest rate model.
InterestRateSwapProductDescriptor	Product descriptor for an interest rate swap.
ScheduleDescriptor	Descriptor for a schedule.

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.descriptor.xmlparser

Class	Description
InterestRateSwapProductDescriptor	Product descriptor for an interest rate swap.

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.modelfactory

Class	Description
AnalyticModelDescriptor
AssetModelDescriptor	Marker interface for descriptors describing an asset model.
BlackScholesModelDescriptor
HestonModelDescriptor

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.productfactory

Class	Description
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.
SingleAssetDigitalOptionProductDescriptor	Describes a European digital option.
SingleAssetEuropeanOptionProductDescriptor	Describes a European option.

Classes in net.finmath.modelling.descriptor used by net.finmath.montecarlo.assetderivativevaluation.models

Class	Description
HestonModelDescriptor
MertonModelDescriptor	Descriptor for the Merton Jump Diffusion Model.
VarianceGammaModelDescriptor

Classes in net.finmath.modelling.descriptor used by net.finmath.time

Class	Description
ScheduleDescriptor	Descriptor for a schedule.