| Package | Description |
|---|---|
| net.finmath.finitedifference.models |
Models provided for finite difference solvers.
|
| net.finmath.finitedifference.products |
Product valuation code for models using backward propagation.
|
| net.finmath.finitedifference.solvers |
Finite difference solvers
|
| Class and Description |
|---|
| FiniteDifference1DBoundary
Interface for boundaries conditions provided to one dimensional finite difference solvers.
|
| FiniteDifference1DModel
Interface one dimensional finite difference models.
|
| Class and Description |
|---|
| FiniteDifference1DBoundary
Interface for boundaries conditions provided to one dimensional finite difference solvers.
|
| FiniteDifference1DModel
Interface one dimensional finite difference models.
|
| Class and Description |
|---|
| FDMBlackScholesModel
Black Scholes model using finite difference method.
|
| FiniteDifference1DBoundary
Interface for boundaries conditions provided to one dimensional finite difference solvers.
|
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