Uses of Package
net.finmath.functions

Packages that use net.finmath.functions

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.automaticdifferentiation.backward	Provides the implementation of backward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.forward	Provides the implementation of forward automatic differentiation.
net.finmath.stochastic	Interfaces specifying operations on random variables.

Classes in net.finmath.functions used by net.finmath.montecarlo

Class and Description
DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double.

Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.backward

Class and Description
DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double.

Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.forward

Class and Description
DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double.

Classes in net.finmath.functions used by net.finmath.stochastic

Class and Description
DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double.