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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/**
* Integrated Assessment Models.
*
* Our convention here is that all models return annualized quantities, if quantities are related to time periods.
* So if X denotes an annualized quantity like the GDP and emission for the period \( (t_{i},t_{i+1}) \), then the total quantity is
* \[
* X \cdot yearFraction(t_{i},t_{i+1})
* \]
*
* @author Christian Fries
* @author Lennart Quante
*/
package net.finmath.climate.models;