Uses of Class
net.finmath.fouriermethod.products.smile.EuropeanOptionSmile

Packages that use EuropeanOptionSmile

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.

Uses of EuropeanOptionSmile in net.finmath.fouriermethod.calibration

Constructors in net.finmath.fouriermethod.calibration with parameters of type EuropeanOptionSmile

Constructor	Description
CalibratedModel(OptionSurfaceData surface, CalibratableProcess model, OptimizerFactory optimizerFactory, EuropeanOptionSmile pricer, double[] initialParameters, double[] parameterStep)	Create the calibration from data.

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

Subclasses of EuropeanOptionSmile in net.finmath.fouriermethod.products.smile

Modifier and Type	Class	Description
class	EuropeanOptionSmileByCarrMadan	This class computes the prices of a collection of call options for a fixed maturity and a family of strikes.

Methods in net.finmath.fouriermethod.products.smile that return EuropeanOptionSmile

Modifier and Type	Method	Description
abstract EuropeanOptionSmile	EuropeanOptionSmile.getCloneWithModifiedParameters(double maturity, double[] strikes)	Returns the same valuation method for different parameters (maturity and strikes).
EuropeanOptionSmile	EuropeanOptionSmileByCarrMadan.getCloneWithModifiedParameters(double maturity, double[] strikes)