Uses of Package
net.finmath.fouriermethod.products

Packages that use net.finmath.fouriermethod.products

Package	Description
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

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

Class	Description
AbstractFourierTransformProduct
FourierTransformProduct

Classes in net.finmath.fouriermethod.products used by net.finmath.modelling.productfactory

Class	Description
AbstractFourierTransformProduct
DigitalOption	Implements valuation of a European option on a single asset.
EuropeanOption	Implements valuation of a European option on a single asset.
FourierTransformProduct