Uses of Class
net.finmath.finitedifference.assetderivativevaluation.models.BatesJumpComponent

Packages that use BatesJumpComponent

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

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

Methods in net.finmath.finitedifference.assetderivativevaluation.models that return BatesJumpComponent

Modifier and Type	Method	Description
BatesJumpComponent	FDMBatesModel.getBatesJumpComponent()	Returns the Bates jump component.

Constructors in net.finmath.finitedifference.assetderivativevaluation.models with parameters of type BatesJumpComponent

Modifier	Constructor	Description
	FDMBatesModel(double initialSpot, double initialVariance, double riskFreeRate, double dividendYieldRate, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from constant rates and an explicit jump component.
	FDMBatesModel(double initialSpot, double initialVariance, double riskFreeRate, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from a constant risk-free rate and zero dividend yield, using an explicit jump component.
	FDMBatesModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model without dividend yield curve, using an explicit jump component.
	FDMBatesModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from discount curves and an explicit jump component.