Package net.finmath.functions
package net.finmath.functions
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
- Author:
- Christian Fries
-
ClassDescriptionThis class implements some functions as static class methods.Utility class collecting analytical or semi-analytical pricing formulas for Asian options.This class implements some functions as static class methods related to the Bachelier model.Analytic helper formulas for barrier-style products under Black-Scholes.Barrier-event style for strike-free binary barriers.Settlement timing for the binary barrier payoff.Binary payoff style used by single-barrier binary formulas.Double-barrier monitoring styles supported by the closed-form routines.Functional interface for functions mapping (double,double,double) to double.This class implements some functions as static class methods related to the Heston model.Class providing the test statistic of the Jarque-Bera test.This class implements some methods from linear algebra (e.g. solution of a linear equation, PCA).Implementation of the cumulative distribution function of the non-central Χ2 distribution.