| Package | Description |
|---|---|
| net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SingleAssetDigitalOptionProductDescriptor
Describes a European digital option.
|
class |
SingleAssetEuropeanOptionProductDescriptor
Describes a European option.
|
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends SingleAssetProductDescriptor> |
SingleAssetMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
DescribedProduct<? extends SingleAssetProductDescriptor> |
SingleAssetFourierProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
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