Uses of Class
net.finmath.modelling.descriptor.SingleAssetDigitalOptionProductDescriptor
Packages that use SingleAssetDigitalOptionProductDescriptor
Package
Description
Provides classes to build products from descriptors.
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Uses of SingleAssetDigitalOptionProductDescriptor in net.finmath.modelling.productfactory
Classes in net.finmath.modelling.productfactory that implement interfaces with type arguments of type SingleAssetDigitalOptionProductDescriptorModifier and TypeClassDescriptionstatic classFourier method based implementation of a digital option from a product descriptor.static classMonte-Carlo method based implementation of a digital option from a product descriptor.Methods in net.finmath.modelling.productfactory that return SingleAssetDigitalOptionProductDescriptorModifier and TypeMethodDescriptionSingleAssetFourierProductFactory.DigitalOptionFourierMethod.getDescriptor()SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo.getDescriptor()Constructors in net.finmath.modelling.productfactory with parameters of type SingleAssetDigitalOptionProductDescriptorModifierConstructorDescriptionDigitalOptionFourierMethod(SingleAssetDigitalOptionProductDescriptor descriptor, LocalDate referenceDate) Create product from descriptor.DigitalOptionMonteCarlo(SingleAssetDigitalOptionProductDescriptor descriptor, LocalDate referenceDate) Create product from descriptor.