Module net.finmath.lib

Package net.finmath.modelling

package net.finmath.modelling

Provides interface separating models and products.

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.
net.finmath.modelling.products	Interface and base classes related to products.

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