| 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 |
|---|---|
SimpleSwap |
BermudanSwaption.getSwap() |
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