Uses of Package
net.finmath.finitedifference.assetderivativevaluation.models

Packages that use net.finmath.finitedifference.assetderivativevaluation.models

Package	Description
net.finmath.finitedifference.assetderivativevaluation.boundaries	Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
net.finmath.finitedifference.assetderivativevaluation.models	Package net.finmath.finitedifference.assetderivativevaluation.models.
net.finmath.finitedifference.assetderivativevaluation.products	Package net.finmath.finitedifference.assetderivativevaluation.products.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.
net.finmath.finitedifference.solvers.adi	Package net.finmath.finitedifference.solvers.adi.

Classes in net.finmath.finitedifference.assetderivativevaluation.models used by net.finmath.finitedifference.assetderivativevaluation.boundaries

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

Classes in net.finmath.finitedifference.assetderivativevaluation.models used by net.finmath.finitedifference.assetderivativevaluation.models

Class	Description
AbstractStateIndependentJumpComponent	Minimal abstract base class for a state-independent jump component.
BatesJumpComponent	Jump component for the Bates model.
FDMHestonModel	Finite difference model for option pricing under the Heston stochastic volatility model.
FDMVarianceGammaModel	Finite-difference model for option pricing under the Variance Gamma model.
FiniteDifferenceEquityModel	Interface for a finite-difference equity model.
JumpComponent	Describes the jump part of the infinitesimal generator used by a finite- difference equity model.
MertonJumpComponent	Jump component for the Merton jump-diffusion model.
VarianceGammaJumpComponent	Jump component for the Variance Gamma model.

Classes in net.finmath.finitedifference.assetderivativevaluation.models used by net.finmath.finitedifference.assetderivativevaluation.products

Class	Description
FiniteDifferenceEquityModel	Interface for a finite-difference equity model.

Classes in net.finmath.finitedifference.assetderivativevaluation.models used by net.finmath.finitedifference.solvers

Class	Description
FiniteDifferenceEquityModel	Interface for a finite-difference equity model.

Classes in net.finmath.finitedifference.assetderivativevaluation.models used by net.finmath.finitedifference.solvers.adi

Class	Description
FDMBatesModel	Finite difference model for option pricing under the Bates stochastic volatility jump-diffusion model.
FDMHestonModel	Finite difference model for option pricing under the Heston stochastic volatility model.
FDMMultiAssetBlackScholesModel	Finite-difference model for a multi-asset Black-Scholes market with constant volatilities and constant instantaneous correlation.
FDMSabrModel	Finite difference model for option pricing under the SABR stochastic volatility model.
FiniteDifferenceEquityModel	Interface for a finite-difference equity model.