Uses of Package
net.finmath.functions
| Package | Description |
|---|---|
| net.finmath.functions |
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
|
| 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.
|
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Classes in net.finmath.functions used by net.finmath.functions Class Description BarrierOptions.BarrierType -
Classes in net.finmath.functions used by net.finmath.montecarlo Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.backward Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.forward Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Classes in net.finmath.functions used by net.finmath.stochastic Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double.