See: Description
Interface | Description |
---|---|
DoubleTernaryOperator |
Functional interface for functions mapping (double,double,double) to double.
|
Class | Description |
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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 | Description |
---|---|
BarrierOptions.BarrierType |
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