Uses of Interface
net.finmath.compatibility.java.util.function.Function

Packages that use Function

Package	Description
net.finmath.fouriermethod	Provides algorithms related to derivative valuation via a models characteristic functions and Fourier transforms of a products payoffs.
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).

Uses of Function in net.finmath.fouriermethod

Subinterfaces of Function in net.finmath.fouriermethod

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

Uses of Function in net.finmath.fouriermethod.products

Classes in net.finmath.fouriermethod.products that implement Function

Modifier and Type	Class and Description
class	AbstractProductFourierTransform
class	EuropeanOption Implements valuation of a European option on a single asset.