Module net.finmath.lib
Package net.finmath.finitedifference.products
Product valuation code for models using backward propagation.
- Author:
- Christian Fries
-
Interface Summary Interface Description FiniteDifference1DProduct Interface one dimensional finite difference products. -
Class Summary Class Description FDMEuropeanCallOption Implementation of a European option to be valued by a the finite difference method.FDMEuropeanPutOption Implementation of a European option to be valued by a the finite difference method.