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finMath lib documentation | |||||||||
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Packages that use net.finmath.compatibility.java.util.function | |
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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). |
net.finmath.integration | Provides algorithms for numerical integration and wrappers to libraries with algorithms for numerical integration. |
Classes in net.finmath.compatibility.java.util.function used by net.finmath.fouriermethod | |
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Function
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Classes in net.finmath.compatibility.java.util.function used by net.finmath.fouriermethod.products | |
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Function
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Classes in net.finmath.compatibility.java.util.function used by net.finmath.integration | |
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DoubleUnaryOperator
Interface mimiking Java 8. |
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Copyright © 2014 Christian P. Fries. | |||||||||
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