Uses of Package
net.finmath.fouriermethod
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Packages that use net.finmath.fouriermethod Package Description 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.net.finmath.modelling.productfactory Provides classes to build products from descriptors. -
Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.models Class Description CharacteristicFunction Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs). -
Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.products Class Description CharacteristicFunction Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs). -
Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.products.smile Class Description CharacteristicFunction Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs). -
Classes in net.finmath.fouriermethod used by net.finmath.modelling.productfactory Class Description CharacteristicFunction Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).