SmileByIntegralTransform (finmath lib 5.0.5 API)

All Superinterfaces:

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

All Known Implementing Classes:

EuropeanOptionSmile, EuropeanOptionSmileByCarrMadan
```
public interface SmileByIntegralTransform
extends CharacteristicFunction
```
Base interface for Fourier-based valuations. The particular feature is given by the method getValue, that returns a collection of prices.

Author:

Alessandro Gnoatto

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`double`	`getIntegrationDomainImagLowerBound()`	Return the lower bound of the imaginary part of the domain where the characteristic function can be integrated.
`double`	`getIntegrationDomainImagUpperBound()`	Return the upper bound of the imaginary part of the domain where the characteristic function can be integrated.
`double`	`getMaturity()`	Return the maturity of the associated payoff.
`Map<String,Function<Double,Double>>`	`getValue(double evaluationTime, CharacteristicFunctionModel model)`	Return the value of a family of options with the same maturity for different strikes.

Methods inherited from interface java.util.function.Function
andThen, apply, compose

- Method Detail
  - getMaturity
```
double getMaturity()
```
    Return the maturity of the associated payoff.
    
    Returns:
    
    The maturity of the associated payoff.
  - getIntegrationDomainImagLowerBound
```
double getIntegrationDomainImagLowerBound()
```
    Return the lower bound of the imaginary part of the domain where the characteristic function can be integrated.
    
    Returns:
    
    the lower bound of the imaginary part of the domain of integration.
  - getIntegrationDomainImagUpperBound
```
double getIntegrationDomainImagUpperBound()
```
    Return the upper bound of the imaginary part of the domain where the characteristic function can be integrated.
    
    Returns:
    
    the upper bound of the imaginary part of the domain of integration.
  - getValue
```
Map<String,Function<Double,Double>> getValue(double evaluationTime,
                                                         CharacteristicFunctionModel model)
                                                  throws CalculationException
```
    Return the value of a family of options with the same maturity for different strikes.
    
    Parameters:
    
    evaluationTime - The evaluation time.
    
    model - The model against which the product should be values.
    
    Returns:
    
    The map of product values mapping from strike to value.
    
    Throws:
    
    CalculationException - Thrown if the valuation failed.