Uses of Package
net.finmath.modelling.descriptor

Packages that use net.finmath.modelling.descriptor

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration 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.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g. by extending AbstractProcessModel.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Classes in net.finmath.modelling.descriptor used by net.finmath.fouriermethod.calibration.models

Class and Description
HestonModelDescriptor

Classes in net.finmath.modelling.descriptor used by net.finmath.fouriermethod.products.smile

Class and Description
SingleAssetEuropeanOptionProductDescriptor Describes a European option.

Classes in net.finmath.modelling.descriptor used by net.finmath.marketdata.products

Class and Description
InterestRateSwapLegProductDescriptor Product descriptor for an interest rate swap leg.
InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.descriptor

Class and Description
AssetModelDescriptor Marker interface for descriptors describing an asset model.
InterestRateModelDescriptor Marker interface for descriptors describing an interest rate model.
InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.
ScheduleDescriptor Descriptor for a schedule.

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.descriptor.xmlparser

Class and Description
InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.modelfactory

Class and Description
AnalyticModelDescriptor
AssetModelDescriptor Marker interface for descriptors describing an asset model.
BlackScholesModelDescriptor
HestonModelDescriptor

Classes in net.finmath.modelling.descriptor used by net.finmath.modelling.productfactory

Class and Description
InterestRateSwapLegProductDescriptor Product descriptor for an interest rate swap leg.
InterestRateSwapProductDescriptor Product descriptor for an interest rate swap.
InterestRateSwaptionProductDescriptor Product descriptor for an interest rate swaption.
SingleAssetDigitalOptionProductDescriptor Describes a European digital option.
SingleAssetEuropeanOptionProductDescriptor Describes a European option.

Classes in net.finmath.modelling.descriptor used by net.finmath.montecarlo.assetderivativevaluation.models

Class and Description
HestonModelDescriptor

Classes in net.finmath.modelling.descriptor used by net.finmath.time

Class and Description
ScheduleDescriptor Descriptor for a schedule.