Module net.finmath.lib
Package net.finmath.functions
package net.finmath.functions
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
- Author:
- Christian Fries
-
ClassDescriptionThis class implements some functions as static class methods.This class implements some functions as static class methods related to the Bachelier model.This class implements the valuation of barrier options.Functional interface for functions mapping (double,double,double) to double.Class providing the test statistic of the Jarque-Bera test.This class implements some methods from linear algebra (e.g.Implementation of the cumulative distribution function of the non-central Χ2 distribution.