Uses of Class
net.finmath.montecarlo.assetderivativevaluation.products.DigitalOption
Packages that use DigitalOption
Package
Description
Provides classes to build products from descriptors.
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Uses of DigitalOption in net.finmath.modelling.productfactory
Subclasses of DigitalOption in net.finmath.modelling.productfactoryModifier and TypeClassDescriptionstatic class
Monte-Carlo method based implementation of a digital option from a product descriptor.