net.finmath.modelling.modelfactory

Class HestonModelMonteCarloFactory

java.lang.Object

net.finmath.modelling.modelfactory.HestonModelMonteCarloFactory

All Implemented Interfaces:

ModelFactory<HestonModelDescriptor>

public class HestonModelMonteCarloFactory
extends Object
implements ModelFactory<HestonModelDescriptor>

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
HestonModelMonteCarloFactory(HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory, IndependentIncrements brownianMotion)

Method Summary

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

HestonModelMonteCarloFactory

public HestonModelMonteCarloFactory(HestonModel.Scheme scheme,
                                    AbstractRandomVariableFactory randomVariableFactory,
                                    IndependentIncrements brownianMotion)

Method Detail

getModelFromDescriptor

public DescribedModel<HestonModelDescriptor> getModelFromDescriptor(HestonModelDescriptor modelDescriptor)

Description copied from interface: ModelFactory

Get the model for the given descriptor.

Specified by:

getModelFromDescriptor in interface ModelFactory<HestonModelDescriptor>

Parameters:

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

Returns:

The model.