Uses of Package
net.finmath.modelling.products
| Package | Description |
|---|---|
| net.finmath.modelling.products |
Interface and base classes related to products.
|
| net.finmath.montecarlo.interestrate.products |
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel. |
-
Classes in net.finmath.modelling.products used by net.finmath.modelling.products Class Description Swaption.ValueUnit Swaptions specific value units, like swaption implied volatilities. -
Classes in net.finmath.modelling.products used by net.finmath.montecarlo.interestrate.products Class Description Swaption A market interface for all swaption implementations and a holder for some product specific definitions.Swaption.ValueUnit Swaptions specific value units, like swaption implied volatilities.