Uses of Package
net.finmath.singleswaprate.products
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Packages that use net.finmath.singleswaprate.products Package Description net.finmath.singleswaprate.products Provides interface specification and implementation of product based on a single interest rate curve. -
Classes in net.finmath.singleswaprate.products used by net.finmath.singleswaprate.products Class Description AbstractAnalyticVolatilityCubeProduct Abstract layer between interface and implementation, which ensures compatibility of model and product.AbstractSingleSwapRateProduct An abstract class providing valuation methods for single swap rate products.AnalyticVolatilityCubeProduct The interface of a product to be evaluated using aVolatilityCubeModel.