Package org.drip.param.pricer

Interface GenericPricer

All Known Implementing Classes:

BlackNormalAlgorithm, BlackScholesAlgorithm, FokkerPlanckGenerator, HestonStochasticVolatilityAlgorithm

public interface GenericPricer

GenericPricer is the Base Stub on top which all the Custom Pricers are implemented.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
• Package = Pricing Parameters Customization Settings Control

Author:

Lakshmi Krishnamurthy