Uses of Package
net.finmath.fouriermethod.models

Packages that use net.finmath.fouriermethod.models

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.fouriermethod.models	Provides characteristic functions of stochastic processes (models).
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.

Classes in net.finmath.fouriermethod.models used by net.finmath.fouriermethod.calibration.models

Class	Description
CharacteristicFunctionModel	Interface which has to be implemented by models providing the characteristic functions of stochastic processes.
HestonModel	Implements the characteristic function of a Heston model.
MertonModel	Implements the characteristic function of a Merton jump diffusion model.

Classes in net.finmath.fouriermethod.models used by net.finmath.fouriermethod.models

Class	Description
CharacteristicFunctionModel	Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Classes in net.finmath.fouriermethod.models used by net.finmath.fouriermethod.products

Class	Description
CharacteristicFunctionModel	Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Classes in net.finmath.fouriermethod.models used by net.finmath.fouriermethod.products.smile

Class	Description
CharacteristicFunctionModel	Interface which has to be implemented by models providing the characteristic functions of stochastic processes.