Package net.finmath.finitedifference.products

Product valuation code for models using backward propagation.

See: Description

Interface Summary

Interface	Description
FiniteDifference1DProduct	Interface one dimensional finite difference products.

Class Summary

Class	Description
FDMEuropeanCallOption	Implementation of a European option to be valued by a the finite difference method.

Package net.finmath.finitedifference.products Description

Product valuation code for models using backward propagation.

Author:

Christian Fries