Uses of Interface
net.finmath.finitedifference.FiniteDifferenceModel

Packages that use FiniteDifferenceModel

Package	Description
net.finmath.finitedifference	Package net.finmath.finitedifference.
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.interestrate.boundaries	Package net.finmath.finitedifference.interestrate.boundaries.
net.finmath.finitedifference.interestrate.models	Package net.finmath.finitedifference.interestrate.models.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.

Uses of FiniteDifferenceModel in net.finmath.finitedifference

Classes in net.finmath.finitedifference with type parameters of type FiniteDifferenceModel

Modifier and Type	Interface	Description
interface	FiniteDifferenceProduct<M extends FiniteDifferenceModel>	Base interface for finite-difference products.

Uses of FiniteDifferenceModel in net.finmath.finitedifference.assetderivativevaluation.boundaries

Methods in net.finmath.finitedifference.assetderivativevaluation.boundaries with parameters of type FiniteDifferenceModel

Modifier and Type	Method	Description
static FiniteDifferenceBoundary	FDBoundaryFactory.createBoundary(FiniteDifferenceModel model, FiniteDifferenceEquityProduct product)	Creates a FiniteDifferenceBoundary corresponding to the given model and product.

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

Subinterfaces of FiniteDifferenceModel in net.finmath.finitedifference.assetderivativevaluation.models

Modifier and Type	Interface	Description
interface	FiniteDifferenceEquityModel	Interface for a finite-difference equity model.

Classes in net.finmath.finitedifference.assetderivativevaluation.models that implement FiniteDifferenceModel

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

Uses of FiniteDifferenceModel in net.finmath.finitedifference.interestrate.boundaries

Methods in net.finmath.finitedifference.interestrate.boundaries with parameters of type FiniteDifferenceModel

Modifier and Type	Method	Description
static FiniteDifferenceInterestRateBoundary	FDInterestRateBoundaryFactory.createBoundary(FiniteDifferenceModel model, FiniteDifferenceInterestRateProduct product)	Creates a boundary corresponding to the given model and product.

Uses of FiniteDifferenceModel in net.finmath.finitedifference.interestrate.models

Subinterfaces of FiniteDifferenceModel in net.finmath.finitedifference.interestrate.models

Modifier and Type	Interface	Description
interface	FiniteDifferenceInterestRateModel	Base interface for finite-difference interest-rate models.

Classes in net.finmath.finitedifference.interestrate.models that implement FiniteDifferenceModel

Modifier and Type	Class	Description
class	FDMHullWhiteModel	One-factor Hull-White interest-rate model for finite-difference valuation.

Uses of FiniteDifferenceModel in net.finmath.finitedifference.solvers

Constructors in net.finmath.finitedifference.solvers with parameters of type FiniteDifferenceModel

Modifier	Constructor	Description
	FDMThetaMethod1D(FiniteDifferenceModel model, FiniteDifferenceProduct<? extends FiniteDifferenceModel> product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.

Constructor parameters in net.finmath.finitedifference.solvers with type arguments of type FiniteDifferenceModel

Modifier	Constructor	Description
	FDMThetaMethod1D(FiniteDifferenceModel model, FiniteDifferenceProduct<? extends FiniteDifferenceModel> product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.