Uses of Interface
net.finmath.fouriermethod.models.ProcessCharacteristicFunctionInterface

Packages that use ProcessCharacteristicFunctionInterface

net.finmath.fouriermethod.models	Provides characteristic functions of stochastic processes (models).
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).

Uses of ProcessCharacteristicFunctionInterface in net.finmath.fouriermethod.models

Classes in net.finmath.fouriermethod.models that implement ProcessCharacteristicFunctionInterface

class

BlackScholesModel Implements the characteristic function of a Black Scholes model.

Uses of ProcessCharacteristicFunctionInterface in net.finmath.fouriermethod.products

Methods in net.finmath.fouriermethod.products with parameters of type ProcessCharacteristicFunctionInterface

double

AbstractProductFourierTransform.getValue(ProcessCharacteristicFunctionInterface model) This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.