Uses of Interface
net.finmath.fouriermethod.products.FourierTransformProduct
Packages that use FourierTransformProduct
Package
Description
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Provides classes to build products from descriptors.
-
Uses of FourierTransformProduct in net.finmath.fouriermethod.products
Classes in net.finmath.fouriermethod.products that implement FourierTransformProductModifier and TypeClassDescriptionclass
class
Implements valuation of a European option on a single asset.class
Implements valuation of a European option on a single asset. -
Uses of FourierTransformProduct in net.finmath.modelling.productfactory
Classes in net.finmath.modelling.productfactory that implement FourierTransformProductModifier and TypeClassDescriptionstatic class
Fourier method based implementation of a digital option from a product descriptor.static class
Fourier method based implementation of a European option from a product descriptor.