Uses of Interface
net.finmath.singleswaprate.products.AnalyticVolatilityCubeProduct
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Packages that use AnalyticVolatilityCubeProduct Package Description net.finmath.singleswaprate.products Provides interface specification and implementation of product based on a single interest rate curve. -
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Uses of AnalyticVolatilityCubeProduct in net.finmath.singleswaprate.products
Classes in net.finmath.singleswaprate.products that implement AnalyticVolatilityCubeProduct Modifier and Type Class Description classAbstractAnalyticVolatilityCubeProductAbstract layer between interface and implementation, which ensures compatibility of model and product.classAbstractSingleSwapRateProductAn abstract class providing valuation methods for single swap rate products.classAnnuityDummyProductA dummy product that only evaluates the value of aAnnuityMapping.classCashSettledPayerSwaptionA European cash settled payer swaption.classCashSettledReceiverSwaptionA European cash settled receiver swaption.classConstantMaturitySwapA constant maturity swap.classNormalizingDummyProductA dummy product that only evaluates the value of aNormalizingFunction.
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