net.finmath.plots.demo

Class Plot2DDemoBlackScholesPaths

java.lang.Object

net.finmath.plots.demo.Plot2DDemoBlackScholesPaths

public class Plot2DDemoBlackScholesPaths
extends java.lang.Object

Plots the value of an option under the Black-Scholes model as a function of strike and time-to-maturity.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
Plot2DDemoBlackScholesPaths()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] args) Run the demo.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Plot2DDemoBlackScholesPaths

public Plot2DDemoBlackScholesPaths()

Method Detail

main

public static void main(java.lang.String[] args)
                 throws java.lang.Exception

Run the demo. Plots the value of an option under the Black-Scholes model as a function of strike and time-to-maturity.

Parameters:

args - Not used.

Throws:

java.lang.Exception - Exception from the graphics backend.