Uses of Package

Packages that use net.finmath.functions
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.