Uses of Interface
net.finmath.finitedifference.assetderivativevaluation.models.JumpComponent
Packages that use JumpComponent
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.models.
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Uses of JumpComponent in net.finmath.finitedifference.assetderivativevaluation.models
Classes in net.finmath.finitedifference.assetderivativevaluation.models that implement JumpComponentModifier and TypeClassDescriptionclassMinimal abstract base class for a state-independent jump component.classJump component for the Bates model.classJump component for the Merton jump-diffusion model.classJump component for the Variance Gamma model.Methods in net.finmath.finitedifference.assetderivativevaluation.models that return types with arguments of type JumpComponentModifier and TypeMethodDescriptionFDMBatesModel.getJumpComponent()FDMMertonModel.getJumpComponent()FDMVarianceGammaModel.getJumpComponent()default Optional<JumpComponent> FiniteDifferenceEquityModel.getJumpComponent()Returns the optional jump component of the infinitesimal generator.