Package net.finmath.functions
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
- Author:
- Christian Fries
-
Interface Summary Interface Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Class Summary Class Description AnalyticFormulas This class implements some functions as static class methods.BarrierOptions This class implements the pricing of barrier options in a lognormal model.GammaDistribution JarqueBeraTest Class providing the test statistic of the Jarque-Bera test.LinearAlgebra This class implements some methods from linear algebra (e.g. solution of a linear equation, PCA).NormalDistribution PoissonDistribution SABRModel -
Enum Summary Enum Description BarrierOptions.BarrierType