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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
package net.finmath.modelling;
/**
* Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
*
* @author Christian Fries
*
* @param An interface extending the ModelDescriptor interface, being rich enough to describe the model implementing this interface.
* @version 1.0
*/
public interface DescribedModel extends Model {
/**
* Return a model descriptor representing this model.
*
* @return The model descriptor of this model.
*/
M getDescriptor();
/**
* Construct a product from a product descriptor, which may be valued by this model.
*
* @param productDescriptor Given product descriptor.
* @return An instance of a product implementation.
*/
DescribedProduct getProductFromDescriptor(ProductDescriptor productDescriptor);
}