net.finmath.fouriermethod
Interface CharacteristicFunctionInterface

All Superinterfaces:

Function<Complex,Complex>

All Known Implementing Classes:

AbstractProductFourierTransform, EuropeanOption

public interface CharacteristicFunctionInterface
extends Function<Complex,Complex>

Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs). This is a functional interface.

Author:

Christian Fries

Method Summary

Methods inherited from interface net.finmath.compatibility.java.util.function.Function

apply