- All Superinterfaces:
Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex>
- All Known Subinterfaces:
SmileByIntegralTransform
- All Known Implementing Classes:
AbstractFourierTransformProduct,DigitalOption,EuropeanOption,EuropeanOptionSmile,EuropeanOptionSmileByCarrMadan,SingleAssetFourierProductFactory.DigitalOptionFourierMethod,SingleAssetFourierProductFactory.EuropeanOptionFourierMethod
- Functional Interface:
- This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.
@FunctionalInterface
public interface CharacteristicFunction
extends Function<org.apache.commons.math3.complex.Complex,org.apache.commons.math3.complex.Complex>
Interface which has to be implemented by characteristic functions of
random variables, e.g., Fourier transforms of values (payoffs).
This is a functional interface.
- Version:
- 1.0
- Author:
- Christian Fries
-
Method Summary