Uses of Package
net.finmath.fouriermethod

Packages that use net.finmath.fouriermethod

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).

Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.models

Class and Description
CharacteristicFunctionInterface Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).

Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.products

Class and Description
CharacteristicFunctionInterface Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).