Uses of Package
net.finmath.fouriermethod.products.smile
Package
Description
Classes related to the calibration of Fourier models.
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
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ClassDescriptionThis is an abstract base class for Fourier-based methodologies for the valuation of a smile of options.
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ClassDescriptionThis is an abstract base class for Fourier-based methodologies for the valuation of a smile of options.Base interface for Fourier-based valuations.