Module net.finmath.lib
Package net.finmath.fouriermethod.models

Interface CharacteristicFunctionModel

All Superinterfaces:
Model
All Known Implementing Classes:
BatesModel, BlackScholesModel, HestonModel, MertonModel, VarianceGammaModel
Functional Interface:
This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.
@FunctionalInterface
public interface CharacteristicFunctionModel
extends Model
Interface which has to be implemented by models providing the characteristic functions of stochastic processes.
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type Method Description
    CharacteristicFunction apply​(double time)
    Returns the characteristic function of X(t), where X is this stochastic process.

  • Method Details

    • apply

      CharacteristicFunction apply​(double time)
      Returns the characteristic function of X(t), where X is this stochastic process.
      Parameters:
      time - The time at which the stochastic process is observed.
      Returns:
      The characteristic function of X(t).