Uses of Package
net.finmath.montecarlo.assetderivativevaluation.products
Package
Description
Provides classes to build products from descriptors.
Products which may be valued using an
AssetModelMonteCarloSimulationModel
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ClassDescriptionBase class for products requiring an AssetModelMonteCarloSimulationModel for valuation.Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.Implements the valuation of a digital option on a single asset.Implements the valuation of a European option on a single asset.
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ClassDescriptionBase class for products requiring an AssetModelMonteCarloSimulationModel for valuation.Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.