Uses of Interface
net.finmath.finitedifference.assetderivativevaluation.boundaries.FiniteDifferenceBoundary

Packages that use FiniteDifferenceBoundary

Package	Description
net.finmath.finitedifference.assetderivativevaluation.boundaries	Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
net.finmath.finitedifference.assetderivativevaluation.models	Package net.finmath.finitedifference.assetderivativevaluation.models.

Uses of FiniteDifferenceBoundary in net.finmath.finitedifference.assetderivativevaluation.boundaries

Classes in net.finmath.finitedifference.assetderivativevaluation.boundaries that implement FiniteDifferenceBoundary

Modifier and Type	Class	Description
class	AmericanOptionBachelierModelBoundary	Boundary conditions for AmericanOption under the FDMBachelierModel.
class	AmericanOptionBlackScholesModelBoundary	Boundary condition for an AmericanOption under the FDMBlackScholesModel.
class	AmericanOptionCevModelBoundary	Boundary conditions for AmericanOption under the FDMCevModel.
class	AmericanOptionHestonModelBoundary	Boundary conditions for AmericanOption under the FDMHestonModel.
class	AmericanOptionSabrModelBoundary	Boundary conditions for AmericanOption under the FDMSabrModel.
class	BarrierOptionBachelierModelBoundary	Boundary conditions for BarrierOption under the FDMBachelierModel.
class	BarrierOptionBlackScholesModelBoundary	Boundary conditions for BarrierOption under the FDMBlackScholesModel.
class	BarrierOptionCevModelBoundary	Boundary conditions for BarrierOption under the FDMCevModel.
class	BarrierOptionHestonModelBoundary	Boundary conditions for BarrierOption under the FDMHestonModel.
class	BarrierOptionSabrModelBoundary	Boundary conditions for BarrierOption under the FDMSabrModel.
class	BasketOptionMultiAssetBlackScholesModelBoundary	Boundary conditions for BasketOption under FDMMultiAssetBlackScholesModel.
class	BermudanOptionBachelierModelBoundary	Boundary conditions for BermudanOption under the FDMBachelierModel.
class	BermudanOptionBlackScholesModelBoundary	Boundary conditions for BermudanOption under the FDMBlackScholesModel.
class	BermudanOptionCevModelBoundary	Boundary conditions for BermudanOption under the FDMCevModel.
class	BermudanOptionHestonModelBoundary	Boundary conditions for BermudanOption under the FDMHestonModel.
class	BermudanOptionSabrModelBoundary	Boundary conditions for BermudanOption under the FDMSabrModel.
class	BestOfOptionMultiAssetBlackScholesModelBoundary	Boundary conditions for BestOfOption under FDMMultiAssetBlackScholesModel.
class	DigitalBarrierOptionBachelierModelBoundary	Boundary conditions for DigitalBarrierOption under the FDMBachelierModel.
class	DigitalBarrierOptionBlackScholesModelBoundary	Boundary conditions for DigitalBarrierOption under the FDMBlackScholesModel.
class	DigitalBarrierOptionCevModelBoundary	Boundary conditions for DigitalBarrierOption under the FDMCevModel.
class	DigitalBarrierOptionHestonModelBoundary	Boundary conditions for DigitalBarrierOption under the FDMHestonModel.
class	DigitalBarrierOptionSabrModelBoundary	Boundary conditions for DigitalBarrierOption under the FDMSabrModel.
class	DigitalBasketOptionMultiAssetBlackScholesModelBoundary	Boundary conditions for DigitalBasketOption under FDMMultiAssetBlackScholesModel.
class	DigitalOptionBachelierModelBoundary	Boundary conditions for DigitalOption under the FDMBachelierModel.
class	DigitalOptionBlackScholesModelBoundary	Boundary conditions for DigitalOption under the FDMBlackScholesModel.
class	DigitalOptionCevModelBoundary	Boundary conditions for DigitalOption under the FDMCevModel.
class	DigitalOptionHestonModelBoundary	Boundary conditions for DigitalOption under the FDMHestonModel.
class	DigitalOptionSabrModelBoundary	Boundary conditions for DigitalOption under the FDMSabrModel.
class	DoubleBarrierBinaryOptionBachelierModelBoundary	Boundary conditions for DoubleBarrierBinaryOption under FDMBachelierModel.
class	DoubleBarrierBinaryOptionBlackScholesModelBoundary	Boundary conditions for DoubleBarrierBinaryOption under FDMBlackScholesModel.
class	DoubleBarrierBinaryOptionCevModelBoundary	Boundary conditions for DoubleBarrierBinaryOption under FDMCevModel.
class	DoubleBarrierBinaryOptionHestonModelBoundary	Boundary conditions for DoubleBarrierBinaryOption under FDMHestonModel.
class	DoubleBarrierBinaryOptionSabrModelBoundary	Boundary conditions for DoubleBarrierBinaryOption under FDMSabrModel.
class	DoubleBarrierOptionBachelierModelBoundary	Boundary conditions for DoubleBarrierOption under the FDMBachelierModel.
class	DoubleBarrierOptionBlackScholesModelBoundary	Boundary conditions for DoubleBarrierOption under the FDMBlackScholesModel.
class	DoubleBarrierOptionCevModelBoundary	Boundary conditions for DoubleBarrierOption under the FDMCevModel.
class	DoubleBarrierOptionHestonModelBoundary	Boundary conditions for DoubleBarrierOption under the FDMHestonModel.
class	DoubleBarrierOptionSabrModelBoundary	Boundary conditions for DoubleBarrierOption under the FDMSabrModel.
class	EuropeanOptionBachelierModelBoundary	Boundary conditions for EuropeanOption under the FDMBachelierModel.
class	EuropeanOptionBatesModelBoundary	Boundary conditions for EuropeanOption under the FDMBatesModel.
class	EuropeanOptionBlackScholesModelBoundary	Boundary conditions for EuropeanOption under the FDMBlackScholesModel.
class	EuropeanOptionCevModelBoundary	Boundary conditions for EuropeanOption under the FDMCevModel.
class	EuropeanOptionHestonModelBoundary	Boundary conditions for EuropeanOption under the FDMHestonModel.
class	EuropeanOptionMertonModelBoundary	Boundary conditions for EuropeanOption under the FDMMertonModel.
class	EuropeanOptionSabrModelBoundary	Boundary conditions for EuropeanOption under the FDMSabrModel.
class	EuropeanOptionVarianceGammaModelBoundary	Boundary conditions for EuropeanOption under the FDMVarianceGammaModel.
class	TouchOptionBachelierModelBoundary	Boundary conditions for TouchOption under FDMBachelierModel.
class	TouchOptionBlackScholesModelBoundary	Boundary conditions for TouchOption under FDMBlackScholesModel.
class	TouchOptionCevModelBoundary	Boundary conditions for TouchOption under FDMCevModel.
class	TouchOptionHestonModelBoundary	Boundary conditions for TouchOption under FDMHestonModel.
class	TouchOptionSabrModelBoundary	Boundary conditions for TouchOption under FDMSabrModel.
class	WorstOfOptionMultiAssetBlackScholesModelBoundary	Boundary conditions for WorstOfOption under FDMMultiAssetBlackScholesModel.

Methods in net.finmath.finitedifference.assetderivativevaluation.boundaries that return FiniteDifferenceBoundary

Modifier and Type	Method	Description
static FiniteDifferenceBoundary	FDBoundaryFactory.createBoundary(FiniteDifferenceModel model, FiniteDifferenceEquityProduct product)	Creates a FiniteDifferenceBoundary corresponding to the given model and product.
FiniteDifferenceBoundary	FiniteDifferenceBoundaryFactory.createBoundary(FiniteDifferenceEquityProduct product)	Creates a FiniteDifferenceBoundary for the specified product.

Uses of FiniteDifferenceBoundary in net.finmath.finitedifference.assetderivativevaluation.models

Subinterfaces of FiniteDifferenceBoundary in net.finmath.finitedifference.assetderivativevaluation.models

Modifier and Type	Interface	Description
interface	FiniteDifferenceEquityModel	Interface for a finite-difference equity model.

Classes in net.finmath.finitedifference.assetderivativevaluation.models that implement FiniteDifferenceBoundary

Modifier and Type	Class	Description
class	FDMBachelierModel	Finite difference model for option pricing under the Bachelier (normal) model.
class	FDMBatesModel	Finite difference model for option pricing under the Bates stochastic volatility jump-diffusion model.
class	FDMBlackScholesModel	Finite difference model for option pricing under the Black-Scholes framework for European and American options.
class	FDMCevModel	Finite difference model for option pricing under the Constant Elasticity of Variance (CEV) model.
class	FDMHestonModel	Finite difference model for option pricing under the Heston stochastic volatility model.
class	FDMMertonModel	Finite-difference model for option pricing under the Merton jump-diffusion model.
class	FDMMultiAssetBlackScholesModel	Finite-difference model for a multi-asset Black-Scholes market with constant volatilities and constant instantaneous correlation.
class	FDMSabrModel	Finite difference model for option pricing under the SABR stochastic volatility model.
class	FDMVarianceGammaModel	Finite-difference model for option pricing under the Variance Gamma model.