Uses of Interface
net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceOneDimensionalKnockInProduct
Packages that use FiniteDifferenceOneDimensionalKnockInProduct
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.products.
Package net.finmath.finitedifference.solvers.
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Uses of FiniteDifferenceOneDimensionalKnockInProduct in net.finmath.finitedifference.assetderivativevaluation.products
Classes in net.finmath.finitedifference.assetderivativevaluation.products that implement FiniteDifferenceOneDimensionalKnockInProductModifier 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 single-barrier cash touch option. -
Uses of FiniteDifferenceOneDimensionalKnockInProduct in net.finmath.finitedifference.solvers
Constructors in net.finmath.finitedifference.solvers with parameters of type FiniteDifferenceOneDimensionalKnockInProductModifierConstructorDescriptionFDMThetaMethod1DTwoState(FiniteDifferenceEquityModel model, FiniteDifferenceOneDimensionalKnockInProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider) Creates a direct two-state theta-method solver for one-dimensional knock- in products.FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel model, FiniteDifferenceOneDimensionalKnockInProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider, TwoStateActivationPolicy activationPolicy) Creates a direct two-state theta-method solver with an explicit activation policy.