Uses of Interface
net.finmath.finitedifference.FiniteDifferenceProduct
Packages that use FiniteDifferenceProduct
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.products.
Package net.finmath.finitedifference.interestrate.products.
Package net.finmath.finitedifference.solvers.
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Uses of FiniteDifferenceProduct in net.finmath.finitedifference.assetderivativevaluation.products
Subinterfaces of FiniteDifferenceProduct in net.finmath.finitedifference.assetderivativevaluation.productsModifier and TypeInterfaceDescriptioninterfaceMarker-style extension ofFiniteDifferenceEquityProductfor products that may impose internal state constraints.interfaceEquity finite-difference products with vector-level event conditions.interfaceInterface for products valued by a finite-difference equity model.Classes in net.finmath.finitedifference.assetderivativevaluation.products that implement FiniteDifferenceProductModifier and TypeClassDescriptionclassFinite difference valuation of an American option on a single asset.classArithmetic Asian option priced via a Markov lift.classFinite-difference valuation of a standard single-barrier option on one asset.classFinite-difference valuation of a European linear basket option on two assets.classFinite difference valuation of a Bermudan option on a single asset.classFinite-difference valuation of a European option on the best of two assets.classFinite-difference valuation of a single-barrier digital option on one asset.classFinite-difference valuation of a European cash-or-nothing digital option on two assets.classDigital option supporting cash-or-nothing and asset-or-nothing payoffs.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 European option on a single asset.classFloating-strike fixed-maturity swing option.classFinite-difference valuation of a shout option.classFixed-strike generalized swing option.classFinite-difference valuation of a single-barrier cash touch option.classFinite-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.productsModifier and TypeInterfaceDescriptioninterfaceInterface for products valued by a finite-difference interest-rate model.Classes in net.finmath.finitedifference.interestrate.products that implement FiniteDifferenceProductModifier and TypeClassDescriptionclassFinite-difference valuation of a deterministic-cashflow bond.classFinite-difference valuation of a European option on a deterministic-cashflow bond.classFinite-difference valuation of a reduced-scope swap.classFinite-difference valuation of a reduced-scope swap leg.classFinite-difference valuation of a swaption under an interest-rate finite-difference model.final classInternal 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 FiniteDifferenceProductModifierConstructorDescriptionFDMThetaMethod1D(FiniteDifferenceModel model, FiniteDifferenceProduct<? extends FiniteDifferenceModel> product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise) Creates a theta-method finite-difference solver for a one-dimensional backward PDE.