Uses of Package
net.finmath.marketdata.products
-
Packages that use net.finmath.marketdata.products Package Description net.finmath.marketdata.calibration Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.net.finmath.marketdata.model.bond Provides classes related to the modeling of Bond curves.net.finmath.marketdata.model.cds Provides classes related to the valuations of CDS.net.finmath.marketdata.model.volatilities Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.net.finmath.marketdata.model.volatility.caplet Algorithms related to bootstrapping and interpolation of caplet implied volatilities.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.singleswaprate.products Provides interface specification and implementation of product based on a single interest rate curve. -
Classes in net.finmath.marketdata.products used by net.finmath.marketdata.calibration Class Description AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
. -
Classes in net.finmath.marketdata.products used by net.finmath.marketdata.model.bond Class Description AbstractAnalyticProduct AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
. -
Classes in net.finmath.marketdata.products used by net.finmath.marketdata.model.cds Class Description AbstractAnalyticProduct AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
. -
Classes in net.finmath.marketdata.products used by net.finmath.marketdata.model.volatilities Class Description AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
. -
Classes in net.finmath.marketdata.products used by net.finmath.marketdata.model.volatility.caplet Class Description AbstractAnalyticProduct AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
.Cap Implements the valuation of a cap via an analytic model, i.e. -
Classes in net.finmath.marketdata.products used by net.finmath.marketdata.products Class Description AbstractAnalyticProduct AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
.Portfolio Implements the valuation of a portfolio of products implementingAnalyticProductInterface
. -
Classes in net.finmath.marketdata.products used by net.finmath.modelling Class Description AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
. -
Classes in net.finmath.marketdata.products used by net.finmath.singleswaprate.products Class Description AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
.