Module net.finmath.lib

Package net.finmath.finitedifference.models

package net.finmath.finitedifference.models

Models provided for finite difference solvers.

Author:

Christian Fries

Interface Summary

Interface	Description
FiniteDifference1DBoundary	Interface for boundaries conditions provided to one dimensional finite difference solvers.
FiniteDifference1DModel	Interface one dimensional finite difference models.

Class Summary

Class	Description
FDMBlackScholesModel	Black Scholes model using finite difference method.
FDMConstantElasticityOfVarianceModel	CEV model using finite difference method.