Uses of Class
net.finmath.fouriermethod.products.AbstractFourierTransformProduct

Packages that use AbstractFourierTransformProduct

Package	Description
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of AbstractFourierTransformProduct in net.finmath.fouriermethod.products

Subclasses of AbstractFourierTransformProduct in net.finmath.fouriermethod.products

Modifier and Type	Class and Description
class	DigitalOption Implements valuation of a European option on a single asset.
class	EuropeanOption Implements valuation of a European option on a single asset.

Uses of AbstractFourierTransformProduct in net.finmath.modelling.productfactory

Subclasses of AbstractFourierTransformProduct in net.finmath.modelling.productfactory

Modifier and Type	Class and Description
class	SingleAssetFourierProductFactory.DigitalOptionFourierMethod Fourier method based implementation of a digital option from a product descriptor.
static class	SingleAssetFourierProductFactory.EuropeanOptionFourierMethod Fourier method based implementation of a European option from a product descriptor.