Uses of Package
net.finmath.fouriermethod

Packages that use net.finmath.fouriermethod

Package	Description
net.finmath.fouriermethod.models	Provides characteristic functions of stochastic processes (models).
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.models

Class	Description
CharacteristicFunction	Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).

Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.products

Class	Description
CharacteristicFunction	Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).

Classes in net.finmath.fouriermethod used by net.finmath.fouriermethod.products.smile

Class	Description
CharacteristicFunction	Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).

Classes in net.finmath.fouriermethod used by net.finmath.modelling.productfactory

Class	Description
CharacteristicFunction	Interface which has to be implemented by characteristic functions of random variables, e.g., Fourier transforms of values (payoffs).