Module net.finmath.lib

Package net.finmath.modelling

package net.finmath.modelling

Provides interface separating models and products.

Author:

Christian Fries

Interface Summary

Interface	Description
DescribedModel<M extends ModelDescriptor>	Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
DescribedProduct<T extends ProductDescriptor>	Interface for products which can provide a complete description of themself, i.e.
InterestRateProductDescriptor	Marker interface for interest rate product descriptors.
Model	Interface to be implemented by all model.
ModelDescriptor	Interface for a model descriptor.
ModelFactory<T extends ModelDescriptor>	A factory to instantiate a model from a given descriptor.
Product	Interface implemented by all financial product which may be valued by a model.
ProductDescriptor	Interface for a product descriptor.
ProductFactory<P extends ProductDescriptor>
SingleAssetProductDescriptor	Interface for a product descriptor.

Class Summary

Class	Description
UnsupportedProduct	A product throwing an exception if its getValue method is called.