Uses of Class
net.finmath.modelling.descriptor.HestonModelDescriptor

Packages that use HestonModelDescriptor

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of HestonModelDescriptor in net.finmath.fouriermethod.calibration.models

Constructors in net.finmath.fouriermethod.calibration.models with parameters of type HestonModelDescriptor

Constructor and Description
CalibratableHestonModel(HestonModelDescriptor descriptor) Basic constructor where all parameters are to be calibrated.
CalibratableHestonModel(HestonModelDescriptor descriptor, ScalarParameterInformation volatilityConstraint, ScalarParameterInformation thetaConstraint, ScalarParameterInformation kappaConstraint, ScalarParameterInformation xiConstraint, ScalarParameterInformation rhoConstraint, boolean applyFellerConstraint) This constructor allows for the specification of constraints.

Uses of HestonModelDescriptor in net.finmath.modelling.modelfactory

Methods in net.finmath.modelling.modelfactory that return types with arguments of type HestonModelDescriptor

Modifier and Type	Method and Description
DescribedModel<HestonModelDescriptor>	HestonModelMonteCarloFactory.getModelFromDescriptor(HestonModelDescriptor modelDescriptor)

Methods in net.finmath.modelling.modelfactory with parameters of type HestonModelDescriptor

Modifier and Type	Method and Description
DescribedModel<HestonModelDescriptor>	HestonModelMonteCarloFactory.getModelFromDescriptor(HestonModelDescriptor modelDescriptor)

Uses of HestonModelDescriptor in net.finmath.montecarlo.assetderivativevaluation.models

Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type HestonModelDescriptor

Constructor and Description
HestonModel(HestonModelDescriptor descriptor, HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory) Create the model from a descriptor.