Uses of Package
net.finmath.functions
-
Packages that use net.finmath.functions Package Description net.finmath.functions Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.net.finmath.montecarlo Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.net.finmath.montecarlo.automaticdifferentiation.backward Provides the implementation of backward automatic differentiation.net.finmath.montecarlo.automaticdifferentiation.forward Provides the implementation of forward automatic differentiation.net.finmath.stochastic Interfaces specifying operations on random variables. -
Classes in net.finmath.functions used by net.finmath.functions Class Description BarrierOptions.BarrierType -
Classes in net.finmath.functions used by net.finmath.montecarlo Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.backward Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.forward Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Classes in net.finmath.functions used by net.finmath.stochastic Class Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double.