Uses of Interface
net.finmath.finitedifference.products.FiniteDifference1DProduct
Package
Description
Product valuation code for models using backward propagation.
-
Uses of FiniteDifference1DProduct in net.finmath.finitedifference.products
Modifier and TypeClassDescriptionclass
Implementation of a European option to be valued by a the finite difference method.class
Implementation of a European option to be valued by a the finite difference method.