Module net.finmath.lib

Package net.finmath.modelling.modelfactory

package net.finmath.modelling.modelfactory

Provides classes to build models from descriptors.

Author:

Christian Fries

Class Summary

Class	Description
AnalyticModelFactory	Factory to build an described analytic model from a descriptor.
AnalyticModelFactory.DescribedAnalyticModel	Class extending AnalyticModelFromCurvesAndVols with the functionality of a described model.
AssetModelFourierMethodFactory	Constructs asset models, which evaluate products via Monte-Carlo method.
AssetModelMonteCarloFactory	Constructs asset models, which evaluate products via Monte-Carlo method.
BlackScholesModelMonteCarloFactory
BlackScholesModelMonteCarloFiniteDifference1D
HestonModelMonteCarloFactory