Uses of Interface
net.finmath.finitedifference.products.FiniteDifference1DProduct

Packages that use FiniteDifference1DProduct

Package	Description
net.finmath.finitedifference.products	Product valuation code for models using backward propagation.

Uses of FiniteDifference1DProduct in net.finmath.finitedifference.products

Classes in net.finmath.finitedifference.products that implement FiniteDifference1DProduct

Modifier and Type	Class	Description
class	FDMEuropeanCallOption	Implementation of a European option to be valued by a the finite difference method.
class	FDMEuropeanPutOption	Implementation of a European option to be valued by a the finite difference method.