| Package | Description |
|---|---|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| Modifier and Type | Class and Description |
|---|---|
class |
InterestRateAnalyticProductFactory
Product factory of interest rate derivatives for use with an analytic model.
|
class |
InterestRateMonteCarloProductFactory
Product factory of interest rate derivatives for use with a Monte-Carlo method based model.
|
class |
ProductFactoryCascade<T extends ProductDescriptor>
Implements a product factory based on a cascade of given factories.
|
class |
SingleAssetFourierProductFactory
Product factory of single asset derivatives for use with a Fourier method based model.
|
class |
SingleAssetMonteCarloProductFactory
Product factory of single asset derivatives for use with a Monte-Carlo method based model.
|
| Modifier and Type | Method and Description |
|---|---|
ProductFactoryCascade<T> |
ProductFactoryCascade.addFactoryAfter(ProductFactory<? extends T> factory)
Add a given factory to the list of factories at the END.
|
ProductFactoryCascade<T> |
ProductFactoryCascade.addFactoryBefore(ProductFactory<? extends T> factory)
Add a given factory to the list of factories at the BEGINNING.
|
| Constructor and Description |
|---|
ProductFactoryCascade(List<ProductFactory<? extends T>> factories)
Construct a factory cascade from an ordered list of product factories.
|
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