Package net.finmath.finitedifference.assetderivativevaluation.products

package net.finmath.finitedifference.assetderivativevaluation.products

Package net.finmath.finitedifference.assetderivativevaluation.products.

Class	Description
AmericanOption	Finite difference valuation of an American option on a single asset.
AsianOption	Arithmetic Asian option priced via a Markov lift.
BarrierOption	Finite-difference valuation of a standard single-barrier option on one asset.
BasketOption	Finite-difference valuation of a European linear basket option on two assets.
BermudanOption	Finite difference valuation of a Bermudan option on a single asset.
BestOfOption	Finite-difference valuation of a European option on the best of two assets.
DigitalBarrierOption	Finite-difference valuation of a single-barrier digital option on one asset.
DigitalBasketOption	Finite-difference valuation of a European cash-or-nothing digital option on two assets.
DigitalBasketOption.BasketDigitalType	Type of two-asset digital payoff.
DigitalOption	Digital option supporting cash-or-nothing and asset-or-nothing payoffs.
DoubleBarrierBinaryOption	Finite-difference valuation of a double-barrier cash binary option.
DoubleBarrierOption	Finite-difference valuation of a continuously monitored vanilla double- barrier option.
EuropeanOption	Finite difference valuation of a European option on a single asset.
ExerciseType	Enumeration of supported exercise styles for finite-difference products.
FiniteDifferenceConstrainedProduct	Marker-style extension of FiniteDifferenceEquityProduct for products that may impose internal state constraints.
FiniteDifferenceEquityEventProduct	Equity finite-difference products with vector-level event conditions.
FiniteDifferenceEquityProduct	Interface for products valued by a finite-difference equity model.
FiniteDifferenceInternalStateConstraint	Optional product-side internal state constraint for finite-difference solvers.
FiniteDifferenceOneDimensionalKnockInProduct	Interface for one-dimensional finite-difference knock-in products.
FloatingStrikeSwingOption	Floating-strike fixed-maturity swing option.
ShoutOption	Finite-difference valuation of a shout option.
SwingOption	Fixed-strike generalized swing option.
TouchOption	Finite-difference valuation of a single-barrier cash touch option.
WorstOfOption	Finite-difference valuation of a European option on the worst of two assets.