Uses of Package
net.finmath.montecarlo.assetderivativevaluation.products
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Packages that use net.finmath.montecarlo.assetderivativevaluation.products Package Description net.finmath.modelling.productfactory Provides classes to build products from descriptors.net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel
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Classes in net.finmath.montecarlo.assetderivativevaluation.products used by net.finmath.modelling.productfactory Class Description AbstractAssetMonteCarloProduct Base class for products requiring an AssetModelMonteCarloSimulationModel for valuation.AssetMonteCarloProduct Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.DigitalOption Implements the valuation of a digital option on a single asset.EuropeanOption Implements the valuation of a European option on a single asset. -
Classes in net.finmath.montecarlo.assetderivativevaluation.products used by net.finmath.montecarlo.assetderivativevaluation.products Class Description AbstractAssetMonteCarloProduct Base class for products requiring an AssetModelMonteCarloSimulationModel for valuation.AssetMonteCarloProduct Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.BermudanDigitalOption.ExerciseMethod BermudanOption.ExerciseMethod BlackScholesHedgedPortfolio.HedgeStrategy FiniteDifferenceHedgedPortfolio.HedgeStrategy