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

Packages that use MertonJumpComponent

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

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

Subclasses of MertonJumpComponent in net.finmath.finitedifference.assetderivativevaluation.models

Modifier and Type	Class	Description
class	BatesJumpComponent	Jump component for the Bates model.

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

Modifier and Type	Method	Description
MertonJumpComponent	FDMMertonModel.getMertonJumpComponent()	Returns the Merton jump component.

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

Modifier	Constructor	Description
	FDMMertonModel(double initialValue, double riskFreeRate, double dividendYieldRate, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from flat rates and an explicit jump component.
	FDMMertonModel(double initialValue, double riskFreeRate, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from a flat risk-free rate and zero dividend yield.
	FDMMertonModel(double initialValue, DiscountCurve riskFreeCurve, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model assuming zero dividend yield.
	FDMMertonModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from discount curves and an explicit jump component.