Uses of Interface
net.finmath.fouriermethod.CharacteristicFunctionInterface

Packages that use CharacteristicFunctionInterface

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).

Uses of CharacteristicFunctionInterface in net.finmath.fouriermethod.models

Methods in net.finmath.fouriermethod.models that return CharacteristicFunctionInterface

Modifier and Type	Method and Description
CharacteristicFunctionInterface	HestonModel.apply(double time)
CharacteristicFunctionInterface	BlackScholesModel.apply(double time)
CharacteristicFunctionInterface	ProcessCharacteristicFunctionInterface.apply(double time) Returns the characteristic function of X(t), where X is this stochastic process.
CharacteristicFunctionInterface	BatesModel.apply(double time)

Uses of CharacteristicFunctionInterface in net.finmath.fouriermethod.products

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

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