Uses of Class
org.drip.pricer.option.FokkerPlanckGenerator

Packages that use FokkerPlanckGenerator

Package	Description
org.drip.pricer.option	Deterministic/Stochastic Volatility Settings/Greeks
org.drip.product.fra	Standard/Market FRAs - Caps/Floors
org.drip.product.option	Options on Fixed Income Components

Uses of FokkerPlanckGenerator in org.drip.pricer.option

Subclasses of FokkerPlanckGenerator in org.drip.pricer.option

Modifier and Type	Class	Description
class	BlackNormalAlgorithm	BlackNormalAlgorithm implements the Black Normal European Call and Put Options Pricer.
class	BlackScholesAlgorithm	BlackScholesAlgorithm implements the Black Scholes based European Call and Put Options Pricer.
class	HestonStochasticVolatilityAlgorithm	HestonStochasticVolatilityAlgorithm implements the Heston 1993 Stochastic Volatility European Call and Put Options Pricer.

Uses of FokkerPlanckGenerator in org.drip.product.fra

Methods in org.drip.product.fra that return FokkerPlanckGenerator

Modifier and Type	Method	Description
FokkerPlanckGenerator	FRAStandardCapFloorlet.pricer()	Retrieve the Underlying Pricer Instance

Constructors in org.drip.product.fra with parameters of type FokkerPlanckGenerator

Constructor	Description
FRAStandardCapFloor(java.lang.String strName, Stream stream, java.lang.String strManifestMeasure, boolean bIsCap, double dblStrike, LastTradingDateSetting ltds, CashSettleParams csp, FokkerPlanckGenerator fpg)	FRAStandardCapFloor constructor
FRAStandardCapFloorlet(java.lang.String strName, FRAStandardComponent fra, java.lang.String strManifestMeasure, boolean bIsCaplet, double dblStrike, double dblNotional, LastTradingDateSetting ltds, FokkerPlanckGenerator fpg, CashSettleParams csp)	FRAStandardCapFloorlet constructor

Uses of FokkerPlanckGenerator in org.drip.product.option

Methods in org.drip.product.option with parameters of type FokkerPlanckGenerator

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<java.lang.Double>	EuropeanCallPut.value(ValuationParams valParams, double dblUnderlier, boolean bIsForward, MergedDiscountForwardCurve dc, R1ToR1 auVolatility, FokkerPlanckGenerator fpg)	Generate the Measure Set for the Option

Constructors in org.drip.product.option with parameters of type FokkerPlanckGenerator

Constructor	Description
CDSEuropeanOption(java.lang.String strName, CreditDefaultSwap cds, java.lang.String strManifestMeasure, boolean bIsReceiver, double dblStrike, LastTradingDateSetting ltds, FokkerPlanckGenerator fpg, CashSettleParams csp)	CDSEuropeanOption constructor