The results of designing and implementing software for modeling, interpolation and filtering of the signal for the nonlinear nature of the complex models, such as models of stochastic volatility. The problems of developing complex software: tools, object-oriented model, parallelization techniques. The developed system of classes can be used regardless of the user interface and used as a support mechanism in different programs of modeling and filtering of signals written using Qt framework.

Keywords: nonlinear model, stochastic volatility, signal filtering, generation, abstract class