Module net.finmath.lib

Package net.finmath.modelling.modelfactory

Class AssetModelFourierMethodFactory

java.lang.Object

net.finmath.modelling.modelfactory.AssetModelFourierMethodFactory

All Implemented Interfaces:

ModelFactory<AssetModelDescriptor>

public class AssetModelFourierMethodFactory
extends Object
implements ModelFactory<AssetModelDescriptor>

Constructs asset models, which evaluate products via Monte-Carlo method.

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor	Description
AssetModelFourierMethodFactory()	Create the factory.

Method Summary

Modifier and Type	Method	Description
DescribedModel<? extends AssetModelDescriptor>	getModelFromDescriptor(AssetModelDescriptor descriptor)	Get the model for the given descriptor.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

AssetModelFourierMethodFactory

public AssetModelFourierMethodFactory()

Create the factory.

Method Details

getModelFromDescriptor

public DescribedModel<? extends AssetModelDescriptor> getModelFromDescriptor(AssetModelDescriptor descriptor)

Description copied from interface: ModelFactory

Get the model for the given descriptor.

Specified by:

getModelFromDescriptor in interface ModelFactory<AssetModelDescriptor>

Parameters:

descriptor - An object being able to describe the given model.

Returns:

The model.