Uses of Class
net.finmath.fouriermethod.products.AbstractFourierTransformProduct
Package
Description
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Provides classes to build products from descriptors.
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Uses of AbstractFourierTransformProduct in net.finmath.fouriermethod.products
Modifier and TypeClassDescriptionclass
Implements valuation of a European option on a single asset.class
Implements valuation of a European option on a single asset. -
Uses of AbstractFourierTransformProduct in net.finmath.modelling.productfactory
Modifier and TypeClassDescriptionstatic class
Fourier method based implementation of a digital option from a product descriptor.static class
Fourier method based implementation of a European option from a product descriptor.