Uses of Interface
net.finmath.fouriermethod.products.smile.SmileByIntegralTransform
Package
Description
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
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Uses of SmileByIntegralTransform in net.finmath.fouriermethod.products.smile
Modifier and TypeClassDescriptionclass
This is an abstract base class for Fourier-based methodologies for the valuation of a smile of options.class
This class computes the prices of a collection of call options for a fixed maturity and a family of strikes.