/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.model.option.pricing.fourier; /** * A Characteristic Exponent with value at -i equal to 0. That is E[exp(x)] = 1, where E[] is the expectation and x is the random variable. */ public interface MartingaleCharacteristicExponent extends CharacteristicExponent { }