Uses of Class
net.finmath.marketdata2.products.AbstractAnalyticProduct

Packages that use AbstractAnalyticProduct

Package	Description
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.

Uses of AbstractAnalyticProduct in net.finmath.marketdata2.products

Subclasses of AbstractAnalyticProduct in net.finmath.marketdata2.products

Modifier and Type	Class	Description
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).

Constructors in net.finmath.marketdata2.products with parameters of type AbstractAnalyticProduct

Constructor	Description
Performance(AbstractAnalyticProduct productNumerator, AbstractAnalyticProduct productDenominator)	Creates a Performance product.