Package net.finmath.montecarlo.hybridassetinterestrate.products

Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.

See: Description

Class Summary

Class	Description
WorstOfExpressCertificate

Package net.finmath.montecarlo.hybridassetinterestrate.products Description

Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.

Author:

Christian Fries