Provides interface separating models and products.
- Christian Fries
InterfaceDescriptionInterface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).Interface for products which can provide a complete description of themself, i.e.Marker interface for interest rate product descriptors.Interface to be implemented by all model.Interface for a model descriptor.A factory to instantiate a model from a given descriptor.Interface implemented by all financial product which may be valued by a model.Interface for a product descriptor.Interface for a product descriptor.
ClassDescriptionA product throwing an exception if its
getValuemethod is called.