Module net.finmath.lib

Package net.finmath.finitedifference.products

package net.finmath.finitedifference.products

Product valuation code for models using backward propagation.

Author:

Christian Fries

Class	Description
FDMEuropeanCallOption	Implementation of a European option to be valued by a the finite difference method.
FDMEuropeanPutOption	Implementation of a European option to be valued by a the finite difference method.
FiniteDifference1DProduct	Interface one dimensional finite difference products.