Uses of Package
net.finmath.modelling

Packages that use net.finmath.modelling

Package	Description
net.finmath.finitedifference.models	Models provided for finite difference solvers.
net.finmath.finitedifference.products	Product valuation code for models using backward propagation.
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.fouriermethod.models	Provides characteristic functions of stochastic processes (models).
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata.model.bond	Provided classes related to the modelling of Bond curves.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling	Provides interface separating models and 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	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.
net.finmath.montecarlo.crosscurrency	Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.hybridassetinterestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.montecarlo.products	Products which are model independent, but assume a Monte-Carlo simulation.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation	Legacy classes related to Monte-Carlo simulation - used for teaching only.

Classes in net.finmath.modelling used by net.finmath.finitedifference.models

Class and Description
Model Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.finitedifference.products

Class and Description
Model Interface to be implemented by all model.
Product Interface implemented by all financial product which may be valued by a model.

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

Class and Description
ModelDescriptor Interface for a model descriptor.

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

Class and Description
Model Interface to be implemented by all model.

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

Class and Description
Model Interface to be implemented by all model.
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.marketdata.model

Class and Description
Model Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.marketdata.model.bond

Class and Description
Product Interface implemented by all financial product which may be valued by a model.

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

Class and Description
DescribedProduct Interface for products which can provide a complete description of themself, i.e. the model parameters (independent of the implementation of the numerical method).
Model Interface to be implemented by all model.
Product Interface implemented by all financial product which may be valued by a model.

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

Class and Description
DescribedModel Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
DescribedProduct Interface for products which can provide a complete description of themself, i.e. the model parameters (independent of the implementation of the numerical method).
Model Interface to be implemented by all model.
ModelDescriptor Interface for a model descriptor.
Product Interface implemented by all financial product which may be valued by a model.
ProductDescriptor Interface for a product descriptor.

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

Class and Description
InterestRateProductDescriptor Marker interface for interest rate product descriptors.
ModelDescriptor Interface for a model descriptor.
ProductDescriptor Interface for a product descriptor.
SingleAssetProductDescriptor Interface for a product descriptor.

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

Class and Description
ProductDescriptor Interface for a product descriptor.

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

Class and Description
DescribedModel Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
DescribedProduct Interface for products which can provide a complete description of themself, i.e. the model parameters (independent of the implementation of the numerical method).
Model Interface to be implemented by all model.
ModelFactory A factory to instantiate a model from a given descriptor.
ProductDescriptor Interface for a product descriptor.

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

Class and Description
DescribedProduct Interface for products which can provide a complete description of themself, i.e. the model parameters (independent of the implementation of the numerical method).
InterestRateProductDescriptor Marker interface for interest rate product descriptors.
Product Interface implemented by all financial product which may be valued by a model.
ProductDescriptor Interface for a product descriptor.
ProductFactory
SingleAssetProductDescriptor Interface for a product descriptor.

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

Class and Description
Model Interface to be implemented by all model.
Product Interface implemented by all financial product which may be valued by a model.

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

Class and Description
Model Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.assetderivativevaluation.products

Class and Description
Model Interface to be implemented by all model.
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.crosscurrency

Class and Description
Model Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.hybridassetinterestrate

Class and Description
Model Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.hybridassetinterestrate.products

Class and Description
Model Interface to be implemented by all model.
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate

Class and Description
Model Interface to be implemented by all model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.products

Class and Description
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.products.components

Class and Description
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.interestrate.products.indices

Class and Description
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.products

Class and Description
Product Interface implemented by all financial product which may be valued by a model.

Classes in net.finmath.modelling used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Class and Description
Model Interface to be implemented by all model.