Module net.finmath.lib
Class BlackScholesModelMonteCarloFactory
java.lang.Object
net.finmath.modelling.modelfactory.BlackScholesModelMonteCarloFactory
- All Implemented Interfaces:
ModelFactory<BlackScholesModelDescriptor>
public class BlackScholesModelMonteCarloFactory
extends Object
implements ModelFactory<BlackScholesModelDescriptor>
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
ConstructorDescriptionBlackScholesModelMonteCarloFactory
(RandomVariableFactory randomVariableFactory, IndependentIncrements brownianMotion) -
Method Summary
Modifier and TypeMethodDescriptiongetModelFromDescriptor
(BlackScholesModelDescriptor modelDescriptor) Get the model for the given descriptor.
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Constructor Details
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BlackScholesModelMonteCarloFactory
public BlackScholesModelMonteCarloFactory(RandomVariableFactory randomVariableFactory, IndependentIncrements brownianMotion)
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Method Details
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getModelFromDescriptor
public DescribedModel<BlackScholesModelDescriptor> getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor) Description copied from interface:ModelFactory
Get the model for the given descriptor.- Specified by:
getModelFromDescriptor
in interfaceModelFactory<BlackScholesModelDescriptor>
- Parameters:
modelDescriptor
- An object being able to describe the given model.- Returns:
- The model.
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