Uses of Interface
net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityEventProduct
Packages that use FiniteDifferenceEquityEventProduct
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.products.
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Uses of FiniteDifferenceEquityEventProduct in net.finmath.finitedifference.assetderivativevaluation.products
Classes in net.finmath.finitedifference.assetderivativevaluation.products that implement FiniteDifferenceEquityEventProductModifier and TypeClassDescriptionclassFinite-difference valuation of a standard single-barrier option on one asset.classFinite-difference valuation of a single-barrier digital option on one asset.classFinite-difference valuation of a double-barrier cash binary option.classFinite-difference valuation of a continuously monitored vanilla double- barrier option.classFinite-difference valuation of a single-barrier cash touch option.