Uses of Interface
net.finmath.finitedifference.FiniteDifferenceProduct

Packages that use FiniteDifferenceProduct

Package	Description
net.finmath.finitedifference.assetderivativevaluation.products	Package net.finmath.finitedifference.assetderivativevaluation.products.
net.finmath.finitedifference.interestrate.products	Package net.finmath.finitedifference.interestrate.products.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.

Uses of FiniteDifferenceProduct in net.finmath.finitedifference.assetderivativevaluation.products

Subinterfaces of FiniteDifferenceProduct in net.finmath.finitedifference.assetderivativevaluation.products

Modifier and Type	Interface	Description
interface	FiniteDifferenceConstrainedProduct	Marker-style extension of FiniteDifferenceEquityProduct for products that may impose internal state constraints.
interface	FiniteDifferenceEquityEventProduct	Equity finite-difference products with vector-level event conditions.
interface	FiniteDifferenceEquityProduct	Interface for products valued by a finite-difference equity model.

Classes in net.finmath.finitedifference.assetderivativevaluation.products that implement FiniteDifferenceProduct

Modifier and Type	Class	Description
class	AmericanOption	Finite difference valuation of an American option on a single asset.
class	AsianOption	Arithmetic Asian option priced via a Markov lift.
class	BarrierOption	Finite-difference valuation of a standard single-barrier option on one asset.
class	BasketOption	Finite-difference valuation of a European linear basket option on two assets.
class	BermudanOption	Finite difference valuation of a Bermudan option on a single asset.
class	BestOfOption	Finite-difference valuation of a European option on the best of two assets.
class	DigitalBarrierOption	Finite-difference valuation of a single-barrier digital option on one asset.
class	DigitalBasketOption	Finite-difference valuation of a European cash-or-nothing digital option on two assets.
class	DigitalOption	Digital option supporting cash-or-nothing and asset-or-nothing payoffs.
class	DoubleBarrierBinaryOption	Finite-difference valuation of a double-barrier cash binary option.
class	DoubleBarrierOption	Finite-difference valuation of a continuously monitored vanilla double- barrier option.
class	EuropeanOption	Finite difference valuation of a European option on a single asset.
class	FloatingStrikeSwingOption	Floating-strike fixed-maturity swing option.
class	ShoutOption	Finite-difference valuation of a shout option.
class	SwingOption	Fixed-strike generalized swing option.
class	TouchOption	Finite-difference valuation of a single-barrier cash touch option.
class	WorstOfOption	Finite-difference valuation of a European option on the worst of two assets.

Uses of FiniteDifferenceProduct in net.finmath.finitedifference.interestrate.products

Subinterfaces of FiniteDifferenceProduct in net.finmath.finitedifference.interestrate.products

Modifier and Type	Interface	Description
interface	FiniteDifferenceInterestRateProduct	Interface for products valued by a finite-difference interest-rate model.

Classes in net.finmath.finitedifference.interestrate.products that implement FiniteDifferenceProduct

Modifier and Type	Class	Description
class	Bond	Finite-difference valuation of a deterministic-cashflow bond.
class	OptionOnBond	Finite-difference valuation of a European option on a deterministic-cashflow bond.
class	Swap	Finite-difference valuation of a reduced-scope swap.
class	SwapLeg	Finite-difference valuation of a reduced-scope swap leg.
class	Swaption	Finite-difference valuation of a swaption under an interest-rate finite-difference model.
final class	Swaption.ResolvedSwaption	Internal resolved product with model-resolved exercise times.

Uses of FiniteDifferenceProduct in net.finmath.finitedifference.solvers

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

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.