net.finmath.modelling.modelfactory

Class AssetModelFourierMethodFactory

java.lang.Object

net.finmath.modelling.modelfactory.AssetModelFourierMethodFactory

All Implemented Interfaces:

ModelFactory<AssetModelDescriptor>

public class AssetModelFourierMethodFactory
extends Object
implements ModelFactory<AssetModelDescriptor>

Constructs asset models, which evaluate products via Monte-Carlo method.

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor and Description
AssetModelFourierMethodFactory() Create the factory.

Method Summary

Modifier and Type	Method and Description
DescribedModel<? extends AssetModelDescriptor>	getModelFromDescriptor(AssetModelDescriptor descriptor) Get the model for the given descriptor.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AssetModelFourierMethodFactory

public AssetModelFourierMethodFactory()

Create the factory.

Method Detail

getModelFromDescriptor

public DescribedModel<? extends AssetModelDescriptor> getModelFromDescriptor(AssetModelDescriptor descriptor)

Description copied from interface: ModelFactory

Get the model for the given descriptor.

Specified by:

getModelFromDescriptor in interface ModelFactory<AssetModelDescriptor>

Parameters:

descriptor - An object being able to describe the given model.

Returns:

The model.