| Package | Description |
|---|---|
| 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).
|
| Class and Description |
|---|
| ProcessCharacteristicFunctionInterface
Interface which has to be implemented by models providing the
characteristic functions of stochastic processes.
|
| Class and Description |
|---|
| ProcessCharacteristicFunctionInterface
Interface which has to be implemented by models providing the
characteristic functions of stochastic processes.
|
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