| 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.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BlackScholesModelDescriptor |
class |
HestonModelDescriptor |
| Modifier and Type | Method and Description |
|---|---|
DescribedModel<? extends AssetModelDescriptor> |
AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
DescribedModel<? extends AssetModelDescriptor> |
AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
| Modifier and Type | Method and Description |
|---|---|
DescribedModel<? extends AssetModelDescriptor> |
AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
DescribedModel<? extends AssetModelDescriptor> |
AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
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