Module net.finmath.lib
Package net.finmath.fouriermethod.products
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
- Author:
- Christian Fries
-
Interface Summary Interface Description FourierTransformProduct -
Class Summary 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.