Uses of Class
net.finmath.modelling.descriptor.SingleAssetEuropeanOptionProductDescriptor
Package
Description
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
Provides classes to build products from descriptors.
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Uses of SingleAssetEuropeanOptionProductDescriptor in net.finmath.fouriermethod.products.smile
Modifier and TypeMethodDescriptionEuropeanOptionSmile.getDescriptor
(LocalDate referenceDate, int index) Return a product descriptor for a specific strike.Modifier and TypeMethodDescriptionEuropeanOptionSmile.getDescriptors
(LocalDate referenceDate) Return a collection of product descriptors for each option in the smile. -
Uses of SingleAssetEuropeanOptionProductDescriptor in net.finmath.modelling.productfactory
Modifier and TypeMethodDescriptionSingleAssetFourierProductFactory.EuropeanOptionFourierMethod.getDescriptor()
SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo.getDescriptor()
ModifierConstructorDescriptionEuropeanOptionFourierMethod
(SingleAssetEuropeanOptionProductDescriptor descriptor, LocalDate referenceDate) Create the product from a descriptor.EuropeanOptionMonteCarlo
(SingleAssetEuropeanOptionProductDescriptor descriptor, LocalDate referenceDate) Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).