net.finmath.fouriermethod.package-info 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.
/**
* Provides algorithms related to derivative valuation via
* a models characteristic functions and Fourier transforms of a products payoffs.
*
* @author Christian Fries
*/
package net.finmath.fouriermethod;