Package net.finmath.functions

Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.

See: Description

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.
BachelierModel	This class implements some functions as static class methods related to the Bachelier model.
BarrierOptions	This class implements the valuation of barrier options.
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).
NonCentralChiSquaredDistribution	Implementation of the cumulative distribution function of the non-central Χ2 distribution.
NormalDistribution
PoissonDistribution
SABRModel

Enum Summary

Enum	Description
BarrierOptions.BarrierType

Package net.finmath.functions Description

Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.

Author:

Christian Fries