Uses of Class
net.finmath.montecarlo.interestrate.products.SwaptionGeneralizedAnalyticApproximation.StateSpace

Packages that use SwaptionGeneralizedAnalyticApproximation.StateSpace

Package	Description
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

Uses of SwaptionGeneralizedAnalyticApproximation.StateSpace in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products that return SwaptionGeneralizedAnalyticApproximation.StateSpace

Modifier and Type	Method	Description
static SwaptionGeneralizedAnalyticApproximation.StateSpace	SwaptionGeneralizedAnalyticApproximation.StateSpace.valueOf(String name)	Returns the enum constant of this type with the specified name.
static SwaptionGeneralizedAnalyticApproximation.StateSpace[]	SwaptionGeneralizedAnalyticApproximation.StateSpace.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type SwaptionGeneralizedAnalyticApproximation.StateSpace

Constructor	Description
SwaptionGeneralizedAnalyticApproximation(double swaprate, double[] swapTenor, SwaptionGeneralizedAnalyticApproximation.ValueUnit valueUnit, SwaptionGeneralizedAnalyticApproximation.StateSpace stateSpace)	Create an analytic swaption approximation product for log normal forward rate model.
SwaptionGeneralizedAnalyticApproximation(double swaprate, TimeDiscretization swapTenor, SwaptionGeneralizedAnalyticApproximation.StateSpace stateSpace)	Create an analytic swaption approximation product for log normal forward rate model.