| Package | Description |
|---|---|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| Modifier and Type | Method and Description |
|---|---|
SingleAssetDigitalOptionProductDescriptor |
SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo.getDescriptor() |
SingleAssetDigitalOptionProductDescriptor |
SingleAssetFourierProductFactory.DigitalOptionFourierMethod.getDescriptor() |
| Constructor and Description |
|---|
DigitalOptionFourierMethod(SingleAssetDigitalOptionProductDescriptor descriptor,
LocalDate referenceDate)
Create product from descriptor.
|
DigitalOptionMonteCarlo(SingleAssetDigitalOptionProductDescriptor descriptor,
LocalDate referenceDate)
Create product from descriptor.
|
Copyright © 2019. All rights reserved.