- 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