Package | Description |
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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.
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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.
|
Class and Description |
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Function |
Class and Description |
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Function |
Class and Description |
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DoubleUnaryOperator
Interface mimiking Java 8.
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