Uses of Interface
net.finmath.marketdata2.products.AnalyticProduct

Packages that use AnalyticProduct

Package	Description
net.finmath.marketdata2.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.

Uses of AnalyticProduct in net.finmath.marketdata2.calibration

Methods in net.finmath.marketdata2.calibration that return AnalyticProduct

Modifier and Type	Method and Description
AnalyticProduct	CalibratedCurves.getCalibrationProductForSpec(CalibratedCurves.CalibrationSpec calibrationSpec)
AnalyticProduct	CalibratedCurves.getCalibrationProductForSymbol(String symbol) Returns the first product found in the vector of calibration products which matches the given symbol, where symbol is the String set in the calibrationSpecs.

Constructor parameters in net.finmath.marketdata2.calibration with type arguments of type AnalyticProduct

Constructor and Description
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts) Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, double evaluationTime, double calibrationAccuracy) Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, double evaluationTime, double calibrationAccuracy) Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, double calibrationAccuracy) Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, StochasticOptimizerFactory optimizerFactory) Generate a solver for the given parameter objects (independents) and objective functions (dependents).

Uses of AnalyticProduct in net.finmath.marketdata2.products

Methods in net.finmath.marketdata2.products that return AnalyticProduct

Modifier and Type	Method and Description
AnalyticProduct	Swap.getLegPayer() Return the payer leg of the swap, i.e. the leg who's value is subtracted from the swap value.
AnalyticProduct	Swap.getLegReceiver() Return the receiver leg of the swap, i.e. the leg who's value is added to the swap value.

Methods in net.finmath.marketdata2.products that return types with arguments of type AnalyticProduct

Modifier and Type	Method and Description
List<AnalyticProduct>	Portfolio.getProducts() Returns the list of products as an unmodifiable list.

Constructors in net.finmath.marketdata2.products with parameters of type AnalyticProduct

Constructor and Description
Portfolio(AnalyticProduct product, double weight) Create a portfolio consisting of a single product with a given weight.
Swap(AnalyticProduct legReceiver, AnalyticProduct legPayer) Create a swap which values as legReceiver - legPayer.

Constructor parameters in net.finmath.marketdata2.products with type arguments of type AnalyticProduct

Constructor and Description
Portfolio(List<AnalyticProduct> products) Create a portfolio of products implementing AnalyticProductInterface.
Portfolio(List<AnalyticProduct> products, List<Double> weights) Create a portfolio of products implementing AnalyticProductInterface.
Portfolio(Portfolio portfolio, List<AnalyticProduct> products, List<Double> weights) Create a portfolio of products implementing AnalyticProductInterface.