Uses of Class
net.finmath.modelling.products.Swaption.ValueUnit

Packages that use Swaption.ValueUnit

Package	Description
net.finmath.modelling.products	Interface and base classes related to products.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

Uses of Swaption.ValueUnit in net.finmath.modelling.products

Methods in net.finmath.modelling.products that return Swaption.ValueUnit

Modifier and Type	Method and Description
static Swaption.ValueUnit	Swaption.ValueUnit.valueOf(String name) Returns the enum constant of this type with the specified name.
static Swaption.ValueUnit[]	Swaption.ValueUnit.values() Returns an array containing the constants of this enum type, in the order they are declared.

Uses of Swaption.ValueUnit in net.finmath.montecarlo.interestrate.products

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type Swaption.ValueUnit

Constructor and Description
SwaptionAnalyticApproximation(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit) Create an analytic swaption approximation product for log normal forward rate model.
SwaptionAnalyticApproximationRebonato(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit) Create an analytic swaption approximation product for log normal forward rate model.
SwaptionATM(double[] swapTenor, Swaption.ValueUnit valueUnit)
SwaptionFromSwapSchedules(LocalDateTime referenceDate, SwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate exerciseDate, Schedule scheduleFixedLeg, Schedule scheduleFloatLeg, double swaprate, double notional, Swaption.ValueUnit valueUnit)
SwaptionSimple(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit) Note: It is implicitly assumed that swapTenor[0] is the exercise date (no forward starting).
SwaptionSingleCurveAnalyticApproximation(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit) Create an analytic swaption approximation product for log normal forward rate model.