| Package | Description |
|---|---|
| net.finmath.montecarlo.interestrate.products |
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel. |
| Modifier and Type | Method and Description |
|---|---|
static Caplet.ValueUnit |
Caplet.ValueUnit.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static Caplet.ValueUnit[] |
Caplet.ValueUnit.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
Caplet(double maturity,
double periodLength,
double strike,
double daycountFraction,
boolean isFloorlet,
Caplet.ValueUnit valueUnit)
Create a caplet or a floorlet.
|
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