| Class | Description |
|---|---|
| BlackNormalAlgorithm |
BlackNormalAlgorithm implements the Black Normal European Call and Put Options Pricer.
|
| BlackScholesAlgorithm |
BlackScholesAlgorithm implements the Black Scholes based European Call and Put Options Pricer.
|
| FokkerPlanckGenerator |
FokkerPlanckGenerator holds the base functionality that the performs the PDF evolution oriented Option
Pricing.
|
| Greeks |
Greeks contains the Sensitivities/Pricing Measures common across both Call and Put Option Pricing Runs.
|
| HestonStochasticVolatilityAlgorithm |
HestonStochasticVolatilityAlgorithm implements the Heston 1993 Stochastic Volatility European Call and Put
Options Pricer.
|
| PutGreeks |
PutGreeks contains the Sensitivities generated during the Put Option Pricing Run.
|