Package | Description |
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net.finmath.marketdata.model |
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
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net.finmath.marketdata.products |
Provides interface specification and implementation of products, e.g., calibration products.
|
net.finmath.modelling |
Provides interface separating models and products.
|
net.finmath.montecarlo |
Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation
of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
|
net.finmath.montecarlo.assetderivativevaluation.products |
Products which may be valued using an
AssetModelMonteCarloSimulationInterface . |
net.finmath.montecarlo.hybridassetinterestrate.products |
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulationInterface . |
net.finmath.montecarlo.interestrate.products |
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface . |
net.finmath.montecarlo.interestrate.products.components | |
net.finmath.montecarlo.interestrate.products.indices | |
net.finmath.montecarlo.products |
Products which are model independent, but assume a Monte-Carlo simulation.
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Class and Description |
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ModelInterface
Interface to be implemented by all model.
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Class and Description |
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ModelInterface
Interface to be implemented by all model.
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ProductInterface
Interface implemented by all financial product which may be valued by a model.
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Class and Description |
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ModelInterface
Interface to be implemented by all model.
|
ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
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ModelInterface
Interface to be implemented by all model.
|
ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
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ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
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ModelInterface
Interface to be implemented by all model.
|
ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
---|
ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
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ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
---|
ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
Class and Description |
---|
ProductInterface
Interface implemented by all financial product which may be valued by a model.
|
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