Uses of Interface
net.finmath.finitedifference.products.FiniteDifference1DProduct
Packages that use FiniteDifference1DProduct
Package
Description
Product valuation code for models using backward propagation.
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Uses of FiniteDifference1DProduct in net.finmath.finitedifference.products
Classes in net.finmath.finitedifference.products that implement FiniteDifference1DProductModifier and TypeClassDescriptionclass
Implementation of a European option to be valued by a the finite difference method.class
Implementation of a European option to be valued by a the finite difference method.