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.