Uses of Interface
net.finmath.fouriermethod.products.smile.SmileByIntegralTransform

Packages that use SmileByIntegralTransform

Package	Description
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.

Uses of SmileByIntegralTransform in net.finmath.fouriermethod.products.smile

Classes in net.finmath.fouriermethod.products.smile that implement SmileByIntegralTransform

Modifier and Type	Class and Description
class	EuropeanOptionSmile This is an abstract base class for Fourier-based methodologies for the valuation of a smile of options.
class	EuropeanOptionSmileByCarrMadan This class computes the prices of a collection of call options for a fixed maturity and a family of strikes.