Uses of Package
net.finmath.fouriermethod.products
Packages that use net.finmath.fouriermethod.products
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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Classes in net.finmath.fouriermethod.products used by net.finmath.fouriermethod.products
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Classes in net.finmath.fouriermethod.products used by net.finmath.modelling.productfactoryClassDescriptionImplements valuation of a European option on a single asset.Implements valuation of a European option on a single asset.