finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
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Tentative unification of two models. #46

Closed AlessandroGnoatto closed 6 years ago

AlessandroGnoatto commented 6 years ago

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

AlessandroGnoatto commented 6 years ago

After discussion with Christian this pull Request is obsolete. See discussion at: http://finmath.net/finmath-lib/concepts/separationofproductandmodel/

AlessandroGnoatto commented 6 years ago

Closed.