Uses of Package
net.finmath.fouriermethod.products.smile

Packages that use net.finmath.fouriermethod.products.smile

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
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.

Classes in net.finmath.fouriermethod.products.smile used by net.finmath.fouriermethod.calibration

Class and Description
EuropeanOptionSmile This is an abstract base class for Fourier-based methodologies for the valuation of a smile of options.

Classes in net.finmath.fouriermethod.products.smile used by net.finmath.fouriermethod.products.smile

Class and Description
EuropeanOptionSmile This is an abstract base class for Fourier-based methodologies for the valuation of a smile of options.
SmileByIntegralTransform Base interface for Fourier-based valuations.