Uses of Package
net.finmath.singleswaprate.model
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Packages that use net.finmath.singleswaprate.model Package Description net.finmath.singleswaprate Contains all classes related to interest rate derivatives, which are evaluated by a change of measure to the annuity measure of a single swap rate.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 Classes extending the regular analytic model, seenet.finmath.marketdata.model, with the capacity to hold volatility cubes, seeVolatilityCube.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. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate Class Description VolatilityCubeModel A collection of objects representing analytic valuations. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate.annuitymapping Class Description VolatilityCubeModel A collection of objects representing analytic valuations. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate.calibration Class Description VolatilityCubeModel A collection of objects representing analytic valuations. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate.data Class Description VolatilityCubeModel A collection of objects representing analytic valuations. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate.model Class Description AnalyticModelWithVolatilityCubes Implementation ofVolatilityCubeModelbased onAnalyticModelFromCurvesAndVols.VolatilityCubeModel A collection of objects representing analytic valuations. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate.model.volatilities Class Description VolatilityCubeModel A collection of objects representing analytic valuations. -
Classes in net.finmath.singleswaprate.model used by net.finmath.singleswaprate.products Class Description VolatilityCubeModel A collection of objects representing analytic valuations.