Closed AlessandroGnoatto closed 6 years ago
Unification of Fourier and Monte Carlo models for the Black Scholes and Heston case.
Merton Model to follow. Consider unification of interfaces at a higher level to increase interchangeability of classes.
See "Consider unification of models!
I Adjusted corresponding Unit Tests
Does the licenses files need update?
NO
Are there breaking changes for older versions? NO
Does the change require additional documentation?
After discussion with Christian this pull Request is obsolete. See discussion at: http://finmath.net/finmath-lib/concepts/separationofproductandmodel/
Closed.
What is this PR for?
Unification of Fourier and Monte Carlo models for the Black Scholes and Heston case.
Todos
Merton Model to follow. Consider unification of interfaces at a higher level to increase interchangeability of classes.
What is the related issue?
See "Consider unification of models!
How should this be tested?
I Adjusted corresponding Unit Tests
Screenshots
Questions:
Does the licenses files need update?
NO
Are there breaking changes for older versions? NO
Does the change require additional documentation?
NO