finMath lib documentation

Uses of Package
net.finmath.compatibility.java.util.function

Packages that use net.finmath.compatibility.java.util.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). 
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
Function
           
 

Classes in net.finmath.compatibility.java.util.function used by net.finmath.fouriermethod.products
Function
           
 

Classes in net.finmath.compatibility.java.util.function used by net.finmath.integration
DoubleUnaryOperator
          Interface mimiking Java 8.
 


Copyright © 2014 Christian P. Fries.

Copyright © 2014. All rights reserved.