Uses of Class
net.finmath.montecarlo.interestrate.products.indices.AnalyticModelIndex

Packages that use AnalyticModelIndex

Package	Description
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.

Uses of AnalyticModelIndex in net.finmath.montecarlo.interestrate.products.components

Constructors in net.finmath.montecarlo.interestrate.products.components with parameters of type AnalyticModelIndex

Constructor and Description
AccrualAccount(String currency, AnalyticModelIndex pastFixings, AbstractIndex accrualIndex, double accrualPeriod) Create an accrual account.