Package net.finmath.modelling.products

Interface and base classes related to products.
Author:
Christian Fries
  • Interface Summary 
    Interface Description
    Swaption
    A market interface for all swaption implementations and a holder for some product specific definitions.
  • Enum Summary 
    Enum Description
    Swaption.ValueUnit
    Swaptions specific value units, like swaption implied volatilities.