Uses of Class
net.finmath.montecarlo.interestrate.products.BermudanSwaptionFromSwapSchedules.SwaptionType

Packages that use BermudanSwaptionFromSwapSchedules.SwaptionType

Package	Description
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

Uses of BermudanSwaptionFromSwapSchedules.SwaptionType in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products that return BermudanSwaptionFromSwapSchedules.SwaptionType

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

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type BermudanSwaptionFromSwapSchedules.SwaptionType

Constructor and Description
BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules) Create a Bermudan swaption.
BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory, RegressionBasisFunctionsProvider regressionBasisFunctionProvider) Create a Bermudan swaption from an array of underlying swap schedules (fix leg and float leg), swap rates and notionals.
BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, RegressionBasisFunctionsProvider regressionBasisFunctionProvider) Create a Bermudan swaption.
BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double swaprate, double notional, Schedule[] fixSchedules, Schedule[] floatSchedules) Create a Bermudan swaption.