Uses of Package
net.finmath.functions
Packages that use net.finmath.functions
Package
Description
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation
of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
Provides the implementation of backward automatic differentiation.
Provides the implementation of forward automatic differentiation.
Interfaces specifying operations on random variables.
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Classes in net.finmath.functions used by net.finmath.functions
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Classes in net.finmath.functions used by net.finmath.montecarloClassDescriptionFunctional interface for functions mapping (double,double,double) to double.
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Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.backwardClassDescriptionFunctional interface for functions mapping (double,double,double) to double.
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Classes in net.finmath.functions used by net.finmath.montecarlo.automaticdifferentiation.forwardClassDescriptionFunctional interface for functions mapping (double,double,double) to double.
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Classes in net.finmath.functions used by net.finmath.stochasticClassDescriptionFunctional interface for functions mapping (double,double,double) to double.