Uses of Interface
net.finmath.functions.DoubleTernaryOperator

Packages that use DoubleTernaryOperator 
Package Description
net.finmath.montecarlo
Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.automaticdifferentiation.backward
Provides the implementation of backward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.forward
Provides the implementation of forward automatic differentiation.
net.finmath.stochastic
Interfaces specifying operations on random variables.