| Package | Description |
|---|---|
| net.finmath.modelling |
Provides interface separating models and products.
|
| net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
| net.finmath.modelling.descriptor.xmlparser |
Provides xml parsers to construct descriptors from XML
|
| net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
DescribedProduct<T extends ProductDescriptor>
Interface for products which can provide a complete description of themself, i.e. the model parameters (independent of the implementation of the numerical method).
|
interface |
ProductFactory<P extends ProductDescriptor> |
| Modifier and Type | Interface and Description |
|---|---|
interface |
InterestRateProductDescriptor
Marker interface for interest rate product descriptors.
|
interface |
SingleAssetProductDescriptor
Interface for a product descriptor.
|
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends ProductDescriptor> |
DescribedModel.getProductFromDescriptor(ProductDescriptor productDescriptor)
Construct a product from a product descriptor, which may be valued by this model.
|
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends ProductDescriptor> |
DescribedModel.getProductFromDescriptor(ProductDescriptor productDescriptor)
Construct a product from a product descriptor, which may be valued by this model.
|
DescribedProduct<? extends P> |
ProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
Constructs the product from a given product descriptor.
|
| Modifier and Type | Class and Description |
|---|---|
class |
InterestRateSwapLegProductDescriptor
Product descriptor for an interest rate swap leg.
|
class |
InterestRateSwapProductDescriptor
Product descriptor for an interest rate swap.
|
class |
InterestRateSwaptionProductDescriptor
Product descriptor for an interest rate swaption.
|
class |
SingleAssetDigitalOptionProductDescriptor
Describes a European digital option.
|
class |
SingleAssetEuropeanOptionProductDescriptor
Describes a European option.
|
| Modifier and Type | Method and Description |
|---|---|
ProductDescriptor |
XMLParser.getProductDescriptor(File file)
Parse a product descriptor from a file.
|
ProductDescriptor |
FIPXMLParser.getProductDescriptor(File file) |
ProductDescriptor |
FPMLParser.getProductDescriptor(File file) |
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends ProductDescriptor> |
AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor(ProductDescriptor productDescriptor) |
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends ProductDescriptor> |
AnalyticModelFactory.DescribedAnalyticModel.getProductFromDescriptor(ProductDescriptor productDescriptor) |
| Modifier and Type | Class and Description |
|---|---|
class |
ProductFactoryCascade<T extends ProductDescriptor>
Implements a product factory based on a cascade of given factories.
|
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends SingleAssetProductDescriptor> |
SingleAssetMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
DescribedProduct<? extends InterestRateProductDescriptor> |
InterestRateAnalyticProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
DescribedProduct<? extends T> |
ProductFactoryCascade.getProductFromDescriptor(ProductDescriptor productDescriptor) |
DescribedProduct<? extends SingleAssetProductDescriptor> |
SingleAssetFourierProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
DescribedProduct<? extends InterestRateProductDescriptor> |
InterestRateMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
Copyright © 2019. All rights reserved.