Uses of Interface
net.finmath.marketdata.products.AnalyticProduct

Packages that use AnalyticProduct

Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.model.bond	Provides classes related to the modeling of Bond curves.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.marketdata.model.volatility.caplet	Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling	Provides interface separating models and products.
net.finmath.singleswaprate.products	Provides interface specification and implementation of product based on a single interest rate curve.

Uses of AnalyticProduct in net.finmath.marketdata.calibration

Methods in net.finmath.marketdata.calibration that return AnalyticProduct

Modifier and Type	Method	Description
AnalyticProduct	CalibratedCurves.getCalibrationProductForSpec(CalibratedCurves.CalibrationSpec calibrationSpec)
AnalyticProduct	CalibratedCurves.getCalibrationProductForSymbol(String symbol)	Returns the first product found in the vector of calibration products which matches the given symbol, where symbol is the String set in the calibrationSpecs.

Constructor parameters in net.finmath.marketdata.calibration with type arguments of type AnalyticProduct

Constructor	Description
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, double evaluationTime, double calibrationAccuracy)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, double evaluationTime, double calibrationAccuracy)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, double calibrationAccuracy)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, OptimizerFactory optimizerFactory)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).

Uses of AnalyticProduct in net.finmath.marketdata.model.bond

Classes in net.finmath.marketdata.model.bond that implement AnalyticProduct

Modifier and Type	Class	Description
class	Bond	Implements the valuation of a bond (zero-coupon, fixed coupon or floating coupon) with unit notional of 1 using curves: a forward curve, if the bond has floating rate coupons a discount curve as a base curve for discounting a survival probability curve for additional credit risk related discount factor a basis factor curve for additional bond related discount factor Support for day counting is provided via the class implementing Schedule.

Uses of AnalyticProduct in net.finmath.marketdata.model.volatilities

Method parameters in net.finmath.marketdata.model.volatilities with type arguments of type AnalyticProduct

Modifier and Type	Method	Description
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters)
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation)
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation, OptimizerFactory optimizerFactory)	Create a clone of this volatility surface using a generic calibration of its parameters to given market data.

Uses of AnalyticProduct in net.finmath.marketdata.model.volatility.caplet

Classes in net.finmath.marketdata.model.volatility.caplet that implement AnalyticProduct

Modifier and Type	Class	Description
class	CapShiftedVol	Implements the valuation of a cap via an analytic model, i.e.

Uses of AnalyticProduct in net.finmath.marketdata.products

Classes in net.finmath.marketdata.products that implement AnalyticProduct

Modifier and Type	Class	Description
class	AbstractAnalyticProduct
class	Cap	Implements the valuation of a cap via an analytic model, i.e.
class	Cashflow	Implements the valuation of a single cashflow by a discount curve.
class	Deposit	Implements the valuation of the (overnight) deposit (maturity t+1 or t+2).
class	Forward	Implements the valuation of a forward using curves (discount curve, forward curve).
class	ForwardRateAgreement	Implements the valuation of a FRA in multi-curve setting.
class	MarketForwardRateAgreement	Implements the valuation of a market forward rate agreement using curves (discount curve, forward curve).
class	Performance	Implements an analytic product given by the ratio of two analytic products.
class	Portfolio	Implements the valuation of a portfolio of products implementing AnalyticProductInterface.
class	Swap	Implements the valuation of a swap using curves (discount curve, forward curve).
class	SwapAnnuity	Implements the valuation of a swap annuity using curves (discount curve).
class	SwapLeg	Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).

Methods in net.finmath.marketdata.products that return AnalyticProduct

Modifier and Type	Method	Description
AnalyticProduct	Swap.getLegPayer()	Return the payer leg of the swap, i.e.
AnalyticProduct	Swap.getLegReceiver()	Return the receiver leg of the swap, i.e.

Methods in net.finmath.marketdata.products that return types with arguments of type AnalyticProduct

Modifier and Type	Method	Description
List<AnalyticProduct>	Portfolio.getProducts()	Returns the list of products as an unmodifiable list.

Constructors in net.finmath.marketdata.products with parameters of type AnalyticProduct

Constructor	Description
Portfolio(AnalyticProduct product, double weight)	Create a portfolio consisting of a single product with a given weight.
Swap(AnalyticProduct legReceiver, AnalyticProduct legPayer)	Create a swap which values as legReceiver - legPayer.

Constructor parameters in net.finmath.marketdata.products with type arguments of type AnalyticProduct

Constructor	Description
Portfolio(List<AnalyticProduct> products)	Create a portfolio of products implementing AnalyticProductInterface.
Portfolio(List<AnalyticProduct> products, List<Double> weights)	Create a portfolio of products implementing AnalyticProductInterface.
Portfolio(Portfolio portfolio, List<AnalyticProduct> products, List<Double> weights)	Create a portfolio of products implementing AnalyticProductInterface.

Uses of AnalyticProduct in net.finmath.modelling

Classes in net.finmath.modelling that implement AnalyticProduct

Modifier and Type	Class	Description
class	UnsupportedProduct	A product throwing an exception if its getValue method is called.

Uses of AnalyticProduct in net.finmath.singleswaprate.products

Subinterfaces of AnalyticProduct in net.finmath.singleswaprate.products

Modifier and Type	Interface	Description
interface	AnalyticVolatilityCubeProduct	The interface of a product to be evaluated using a VolatilityCubeModel.

Classes in net.finmath.singleswaprate.products that implement AnalyticProduct

Modifier and Type	Class	Description
class	AbstractAnalyticVolatilityCubeProduct	Abstract layer between interface and implementation, which ensures compatibility of model and product.
class	AbstractSingleSwapRateProduct	An abstract class providing valuation methods for single swap rate products.
class	AnnuityDummyProduct	A dummy product that only evaluates the value of a AnnuityMapping.
class	CashSettledPayerSwaption	A European cash settled payer swaption.
class	CashSettledReceiverSwaption	A European cash settled receiver swaption.
class	ConstantMaturitySwap	A constant maturity swap.
class	NormalizingDummyProduct	A dummy product that only evaluates the value of a NormalizingFunction.