Uses of Interface
net.finmath.fouriermethod.products.FourierTransformProduct

Packages that use FourierTransformProduct

Package	Description
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of FourierTransformProduct in net.finmath.fouriermethod.products

Classes in net.finmath.fouriermethod.products that implement FourierTransformProduct

Modifier and Type	Class	Description
class	AbstractFourierTransformProduct
class	DigitalOption	Implements valuation of a European option on a single asset.
class	EuropeanOption	Implements valuation of a European option on a single asset.

Uses of FourierTransformProduct in net.finmath.modelling.productfactory

Classes in net.finmath.modelling.productfactory that implement FourierTransformProduct

Modifier and Type	Class	Description
static class	SingleAssetFourierProductFactory.DigitalOptionFourierMethod	Fourier method based implementation of a digital option from a product descriptor.
static class	SingleAssetFourierProductFactory.EuropeanOptionFourierMethod	Fourier method based implementation of a European option from a product descriptor.