Uses of Package
net.finmath.finitedifference.models
| Package | Description |
|---|---|
| net.finmath.finitedifference.models |
Models provided for finite difference solvers.
|
| net.finmath.finitedifference.products |
Product valuation code for models using backward propagation.
|
| net.finmath.finitedifference.solvers |
Finite difference solvers
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Classes in net.finmath.finitedifference.models used by net.finmath.finitedifference.models Class Description FiniteDifference1DBoundary Interface for boundaries conditions provided to one dimensional finite difference solvers.FiniteDifference1DModel Interface one dimensional finite difference models. -
Classes in net.finmath.finitedifference.models used by net.finmath.finitedifference.products Class Description FiniteDifference1DBoundary Interface for boundaries conditions provided to one dimensional finite difference solvers.FiniteDifference1DModel Interface one dimensional finite difference models. -
Classes in net.finmath.finitedifference.models used by net.finmath.finitedifference.solvers Class Description FiniteDifference1DBoundary Interface for boundaries conditions provided to one dimensional finite difference solvers.FiniteDifference1DModel Interface one dimensional finite difference models.