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

Packages that use FDMVarianceGammaModel

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 FDMVarianceGammaModel in net.finmath.finitedifference.assetderivativevaluation.boundaries

Constructors in net.finmath.finitedifference.assetderivativevaluation.boundaries with parameters of type FDMVarianceGammaModel

Modifier	Constructor	Description
	EuropeanOptionVarianceGammaModelBoundary(FDMVarianceGammaModel model)	Creates the boundary condition associated with a given FDMVarianceGammaModel.

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

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

Modifier and Type	Method	Description
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, double riskFreeRate, double dividendYieldRate, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization and flat rates.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, double riskFreeRate, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization, flat risk-free rate, and zero dividend yield.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, DiscountCurve riskFreeCurve, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization and zero dividend yield.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization and explicit curves.