Uses of Package
net.finmath.montecarlo.assetderivativevaluation.products

Packages that use net.finmath.montecarlo.assetderivativevaluation.products

Package	Description
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.

Classes in net.finmath.montecarlo.assetderivativevaluation.products used by net.finmath.modelling.productfactory

Class	Description
AbstractAssetMonteCarloProduct	Base class for products requiring an AssetModelMonteCarloSimulationModel for valuation.
AssetMonteCarloProduct	Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.
DigitalOption	Implements the valuation of a digital option on a single asset.
EuropeanOption	Implements the valuation of a European option on a single asset.

Classes in net.finmath.montecarlo.assetderivativevaluation.products used by net.finmath.montecarlo.assetderivativevaluation.products

Class	Description
AbstractAssetMonteCarloProduct	Base class for products requiring an AssetModelMonteCarloSimulationModel for valuation.
AssetMonteCarloProduct	Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.
BermudanDigitalOption.ExerciseMethod
BermudanOption.ExerciseMethod
BlackScholesHedgedPortfolio.HedgeStrategy
FiniteDifferenceHedgedPortfolio.HedgeStrategy