Uses of Class net.finmath.singleswaprate.annuitymapping.AnnuityMapping.AnnuityMappingType (finmath lib 5.0.2 API)

Packages that use AnnuityMapping.AnnuityMappingType
Package	Description
net.finmath.singleswaprate.annuitymapping	Classes providing options for the annuity mapping function.
net.finmath.singleswaprate.calibration	Classes providing calibration to market data of volatility cubes.
net.finmath.singleswaprate.data	Provides classes to store and interact with market data.
net.finmath.singleswaprate.model.volatilities	Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.
net.finmath.singleswaprate.products	Provides interface specification and implementation of product based on a single interest rate curve.

Uses of AnnuityMapping.AnnuityMappingType in net.finmath.singleswaprate.annuitymapping

Methods in net.finmath.singleswaprate.annuitymapping that return AnnuityMapping.AnnuityMappingType
Modifier and Type	Method	Description
`static AnnuityMapping.AnnuityMappingType`	AnnuityMapping.AnnuityMappingType.`valueOf(String name)`	Returns the enum constant of this type with the specified name.
`static AnnuityMapping.AnnuityMappingType[]`	AnnuityMapping.AnnuityMappingType.`values()`	Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.singleswaprate.annuitymapping with parameters of type AnnuityMapping.AnnuityMappingType
Modifier and Type	Method	Description
`AnnuityMapping`	AnnuityMappingFactory.`build(AnnuityMapping.AnnuityMappingType type, VolatilityCubeModel model)`	Build the annuity mapping.
`static AnnuityMapping`	AnnuityMappingFactory.`buildAnnuityMapping(double strike, Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType type, VolatilityCubeModel model)`	Build an annuity mapping.
`static AnnuityMapping`	AnnuityMappingFactory.`buildAnnuityMapping(double strike, Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType type, VolatilityCubeModel model, double lowerBound, double upperBound, int numberOfEvaluationPoints)`	Build an annuity mapping.

Uses of AnnuityMapping.AnnuityMappingType in net.finmath.singleswaprate.calibration

Constructors in net.finmath.singleswaprate.calibration with parameters of type AnnuityMapping.AnnuityMappingType
Constructor	Description
`AbstractCubeCalibration(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, VolatilityCubeModel model, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the calibrator.
`SABRCubeCalibration(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, SwaptionDataLattice physicalPremiumsATM, VolatilityCubeModel model, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the calibrator.
`SABRCubeCalibration(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, SwaptionDataLattice physicalPremiumsATM, VolatilityCubeModel model, AnnuityMapping.AnnuityMappingType annuityMappingType, double sabrDisplacement, double sabrBeta, double correlationDecay, double iborOisDecorrelation)`	Create the calibrator.
`SABRCubeParallelCalibration(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, SwaptionDataLattice physicalATMSwaptions, VolatilityCubeModel model, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the calibrator.
`StaticCubeCalibration(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, VolatilityCubeModel model, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the calibrator.
`StaticCubeCalibration(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, VolatilityCubeModel model, AnnuityMapping.AnnuityMappingType annuityMappingType, double initialValue, double initialCorrelationDecay)`	Create the calibrator.

Uses of AnnuityMapping.AnnuityMappingType in net.finmath.singleswaprate.data

Constructors in net.finmath.singleswaprate.data with parameters of type AnnuityMapping.AnnuityMappingType
Constructor	Description
`ErrorEstimation(LocalDate referenceDate, SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule, AnnuityMapping.AnnuityMappingType annuityMappingType, SwaptionDataLattice physicalPremiumsATM, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, String discountCurveName, String forwardCurveName, String volatilityCubeName, double replicationLowerBound, double replicationUpperBound, int replicationNumberOfEvaluationPoints)`	Create the class.

Uses of AnnuityMapping.AnnuityMappingType in net.finmath.singleswaprate.model.volatilities

Constructors in net.finmath.singleswaprate.model.volatilities with parameters of type AnnuityMapping.AnnuityMappingType
Constructor	Description
`VolatilityCubeFactory(LocalDate referenceDate, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, SwaptionDataLattice physicalPremiumsATM, double displacement, double beta, double correlationDecay, double iborOisDecorrelation, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the factory.

Uses of AnnuityMapping.AnnuityMappingType in net.finmath.singleswaprate.products

Constructors in net.finmath.singleswaprate.products with parameters of type AnnuityMapping.AnnuityMappingType
Constructor	Description
`AnnuityDummyProduct(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the dummy product with the annuity mapping specified by type.
`CashSettledPayerSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the product.
`CashSettledPayerSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType, double replicationLowerBound, double replicationUpperBound, int replicationNumberOfEvaluationPoints)`	Create the product with custom replication settings.
`CashSettledReceiverSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the product.
`CashSettledReceiverSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType, double replicationLowerBound, double replicationUpperBound, int replicationNumberOfEvaluationPoints)`	Create the product with custom replication settings.
`ConstantMaturitySwap(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the single swap rate product.