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

Packages that use SwaptionGeneralizedAnalyticApproximation.ValueUnit

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.ValueUnit in net.finmath.montecarlo.interestrate.products

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

Modifier and Type	Method	Description
static SwaptionGeneralizedAnalyticApproximation.ValueUnit	SwaptionGeneralizedAnalyticApproximation.ValueUnit.valueOf(String name)	Returns the enum constant of this type with the specified name.
static SwaptionGeneralizedAnalyticApproximation.ValueUnit[]	SwaptionGeneralizedAnalyticApproximation.ValueUnit.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.ValueUnit

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.