Package net.finmath.modelling.productfactory

Provides classes to build products from descriptors.

See: Description

Class Summary

Class	Description
InterestRateAnalyticProductFactory	Product factory of interest rate derivatives for use with an analytic model.
InterestRateMonteCarloProductFactory	Product factory of interest rate derivatives for use with a Monte-Carlo method based model.
InterestRateMonteCarloProductFactory.SwapLegMonteCarlo	Monte-Carlo method based implementation of a interest rate swap leg from a product descriptor.
InterestRateMonteCarloProductFactory.SwapMonteCarlo	Monte-Carlo method based implementation of a interest rate swap from a product descriptor.
InterestRateMonteCarloProductFactory.SwaptionPhysicalMonteCarlo	Monte-Carlo method based implementation of a physically settled interest rate swaption from a product descriptor.
ProductFactoryCascade<T extends ProductDescriptor>	Implements a product factory based on a cascade of given factories.
SingleAssetFourierProductFactory	Product factory of single asset derivatives for use with a Fourier method based model.
SingleAssetFourierProductFactory.EuropeanOptionFourierMethod	Fourier method based implementation of a European option from a product descriptor.
SingleAssetMonteCarloProductFactory	Product factory of single asset derivatives for use with a Monte-Carlo method based model.

Package net.finmath.modelling.productfactory Description

Provides classes to build products from descriptors.

Author:

Christian Fries, Roland Bachl