Uses of Class
net.finmath.montecarlo.interestrate.products.SwaptionGeneralizedAnalyticApproximation.StateSpace
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Packages that use SwaptionGeneralizedAnalyticApproximation.StateSpace Package Description net.finmath.montecarlo.interestrate.products Provides classes which implement financial products which may be valued using anet.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel. -
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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.StateSpaceSwaptionGeneralizedAnalyticApproximation.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.
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