CharacteristicFunctionModel (finmath lib 5.0.5 API)

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

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 is `this` stochastic process.

- Method Detail
  - apply
```
CharacteristicFunction apply(double time)
```
    Returns the characteristic function of X(t), where X is this stochastic process.
    
    Parameters:
    
    time - The time at which the stochastic process is observed.
    
    Returns:
    
    The characteristic function of X(t).