Module net.finmath.lib
Package net.finmath.fouriermethod.models
Interface CharacteristicFunctionModel
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- 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
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description CharacteristicFunction
apply(double time)
Returns the characteristic function of X(t), where X isthis
stochastic process.
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Method Detail
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apply
CharacteristicFunction apply(double time)
Returns the characteristic function of X(t), where X isthis
stochastic process.- Parameters:
time
- The time at which the stochastic process is observed.- Returns:
- The characteristic function of X(t).
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