Uses of Package
net.finmath.montecarlo.assetderivativevaluation.products

Packages that use net.finmath.montecarlo.assetderivativevaluation.products

Package	Description
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.

Classes in net.finmath.montecarlo.assetderivativevaluation.products used by net.finmath.modelling.productfactory

Class and Description
AbstractAssetMonteCarloProduct Base class for products requiring an AssetModelMonteCarloSimulationModel for valuation.
AssetMonteCarloProduct Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.
DigitalOption Implements the valuation of a digital option on a single asset.
EuropeanOption Implements the valuation of a European option on a single asset.

Classes in net.finmath.montecarlo.assetderivativevaluation.products used by net.finmath.montecarlo.assetderivativevaluation.products

Class and Description
AbstractAssetMonteCarloProduct Base class for products requiring an AssetModelMonteCarloSimulationModel for valuation.
AssetMonteCarloProduct Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.
BermudanDigitalOption.ExerciseMethod
BermudanOption.ExerciseMethod
BlackScholesHedgedPortfolio.HedgeStrategy