net.finmath.fouriermethod.models

Interface CharacteristicFunctionModel

All Superinterfaces:

Model

All Known Implementing Classes:

BatesModel, BlackScholesModel, HestonModel, MertonModel, VarianceGammaModel

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public interface CharacteristicFunctionModel
extends Model

Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
CharacteristicFunction	apply(double time) Returns the characteristic function of X(t), where X is this stochastic process.

Method Detail

apply

CharacteristicFunction apply(double time)

Returns the characteristic function of X(t), where X is this stochastic process.

Parameters:

time - The time at which the stochastic process is observed.

Returns:

The characteristic function of X(t).