Module net.finmath.lib

Package net.finmath.fouriermethod

Interface CharacteristicFunction

All Superinterfaces:

Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex>

All Known Subinterfaces:

SmileByIntegralTransform

All Known Implementing Classes:

AbstractFourierTransformProduct, DigitalOption, EuropeanOption, EuropeanOptionSmile, EuropeanOptionSmileByCarrMadan, SingleAssetFourierProductFactory.DigitalOptionFourierMethod, SingleAssetFourierProductFactory.EuropeanOptionFourierMethod

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 CharacteristicFunction
extends Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex>

Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs). This is a functional interface.

Version:

1.0

Author:

Christian Fries

Method Summary

Methods inherited from interface java.util.function.Function

andThen, apply, compose