Uses of Interface
net.finmath.compatibility.java.util.function.Function

Packages that use Function

net.finmath.fouriermethod	Provides algorithms related to derivative valuation via a models characteristic functions and Fourier transforms of a products payoffs.
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).

Uses of Function in net.finmath.fouriermethod

Subinterfaces of Function in net.finmath.fouriermethod

interface

CharacteristicFunctionInterface Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).

Uses of Function in net.finmath.fouriermethod.products

Classes in net.finmath.fouriermethod.products that implement Function

class	AbstractProductFourierTransform
class	EuropeanOption Implements valuation of a European option on a single asset.