Module net.finmath.lib
Package net.finmath.functions
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
- Author:
- Christian Fries
-
Interface Summary Interface Description DoubleTernaryOperator Functional interface for functions mapping (double,double,double) to double. -
Class Summary Class Description AnalyticFormulas This class implements some functions as static class methods.BachelierModel This class implements some functions as static class methods related to the Bachelier model.BarrierOptions This class implements the valuation of barrier options.GammaDistribution JarqueBeraTest Class providing the test statistic of the Jarque-Bera test.LinearAlgebra This class implements some methods from linear algebra (e.g.LogNormalDistribution LogNormalDistribution.LogNormalDistributionParameters NonCentralChiSquaredDistribution Implementation of the cumulative distribution function of the non-central Χ2 distribution.NormalDistribution PoissonDistribution SABRModel -
Enum Summary Enum Description BarrierOptions.BarrierType