net.finmath.fouriermethod.models.CharacteristicFunctionModel Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of finmath-lib Show documentation
Show all versions of finmath-lib Show documentation
finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
The newest version!
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 24.03.2014
*/
package net.finmath.fouriermethod.models;
import net.finmath.fouriermethod.CharacteristicFunction;
import net.finmath.modelling.Model;
/**
* Interface which has to be implemented by models providing the
* characteristic functions of stochastic processes.
*
* @author Christian Fries
* @version 1.0
*/
@FunctionalInterface
public interface CharacteristicFunctionModel extends Model {
/**
* Returns the characteristic function of X(t), where X is this stochastic process.
*
* @param time The time at which the stochastic process is observed.
* @return The characteristic function of X(t).
*/
CharacteristicFunction apply(double time);
}