Module net.finmath.lib

Package net.finmath.modelling.modelfactory

Class HestonModelMonteCarloFactory

java.lang.Object

net.finmath.modelling.modelfactory.HestonModelMonteCarloFactory

All Implemented Interfaces:

ModelFactory<HestonModelDescriptor>

public class HestonModelMonteCarloFactory
extends Object
implements ModelFactory<HestonModelDescriptor>

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
HestonModelMonteCarloFactory(HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory, IndependentIncrements brownianMotion)

Method Summary

Modifier and Type	Method	Description
DescribedModel<HestonModelDescriptor>	getModelFromDescriptor(HestonModelDescriptor modelDescriptor)	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

HestonModelMonteCarloFactory

public HestonModelMonteCarloFactory(HestonModel.Scheme scheme,
 RandomVariableFactory randomVariableFactory,
 IndependentIncrements brownianMotion)

Method Details

getModelFromDescriptor

public DescribedModel<HestonModelDescriptor> getModelFromDescriptor(HestonModelDescriptor modelDescriptor)

Description copied from interface: ModelFactory

Get the model for the given descriptor.

Specified by:

getModelFromDescriptor in interface ModelFactory<HestonModelDescriptor>

Parameters:

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

Returns:

The model.