Uses of Package
net.finmath.fouriermethod.products
| Package | Description |
|---|---|
| net.finmath.fouriermethod.products |
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
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Classes in net.finmath.fouriermethod.products used by net.finmath.fouriermethod.products Class Description AbstractFourierTransformProduct FourierTransformProduct -
Classes in net.finmath.fouriermethod.products used by net.finmath.modelling.productfactory Class Description AbstractFourierTransformProduct DigitalOption Implements valuation of a European option on a single asset.EuropeanOption Implements valuation of a European option on a single asset.FourierTransformProduct