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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 23.03.2014
*/
package net.finmath.fouriermethod;
import java.util.function.Function;
import org.apache.commons.math3.complex.Complex;
/**
* Interface which has to be implemented by characteristic functions of
* random variables, e.g., Fourier transforms of values (payoffs).
*
* This is a functional interface.
*
* @author Christian Fries
* @version 1.0
*/
@FunctionalInterface
public interface CharacteristicFunction extends Function {
}