Module net.finmath.plots

Package net.finmath.plots.demo

Class Plot2DDemoBlackScholesPaths

java.lang.Object

net.finmath.plots.demo.Plot2DDemoBlackScholesPaths

public class Plot2DDemoBlackScholesPaths
extends Object

Plots the value of an option under the Black-Scholes model as a function of strike and time-to-maturity.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
Plot2DDemoBlackScholesPaths()

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)	Run the demo.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Plot2DDemoBlackScholesPaths

public Plot2DDemoBlackScholesPaths()

Method Details

main

public static void main(String[] args)
                 throws Exception

Run the demo. Plots the value of an option under the Black-Scholes model as a function of strike and time-to-maturity.

Parameters:

args - Not used.

Throws:

Exception - Exception from the graphics backend.