Uses of Class
net.finmath.fouriermethod.products.EuropeanOption
Packages that use EuropeanOption
Package
Description
Provides classes to build products from descriptors.
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Uses of EuropeanOption in net.finmath.modelling.productfactory
Subclasses of EuropeanOption in net.finmath.modelling.productfactoryModifier and TypeClassDescriptionstatic class
Fourier method based implementation of a European option from a product descriptor.