Uses of Class
net.finmath.modelling.products.Swaption.ValueUnit
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Packages that use Swaption.ValueUnit 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 anet.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel. -
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Uses of Swaption.ValueUnit in net.finmath.modelling.products
Methods in net.finmath.modelling.products that return Swaption.ValueUnit Modifier and Type Method Description static Swaption.ValueUnitSwaption.ValueUnit. valueOf(String name)Returns the enum constant of this type with the specified name.static Swaption.ValueUnit[]Swaption.ValueUnit. values()Returns an array containing the constants of this enum type, in the order they are declared. -
Uses of Swaption.ValueUnit in net.finmath.montecarlo.interestrate.products
Constructors in net.finmath.montecarlo.interestrate.products with parameters of type Swaption.ValueUnit Constructor Description SwaptionAnalyticApproximation(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit)Create an analytic swaption approximation product for log normal forward rate model.SwaptionAnalyticApproximationRebonato(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit)Create an analytic swaption approximation product for log normal forward rate model.SwaptionATM(double[] swapTenor, Swaption.ValueUnit valueUnit)SwaptionFromSwapSchedules(LocalDateTime referenceDate, SwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate exerciseDate, Schedule scheduleFixedLeg, Schedule scheduleFloatLeg, double swaprate, double notional, Swaption.ValueUnit valueUnit)SwaptionSimple(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit)Note: It is implicitly assumed that swapTenor[0] is the exercise date (no forward starting).SwaptionSingleCurveAnalyticApproximation(double swaprate, double[] swapTenor, Swaption.ValueUnit valueUnit)Create an analytic swaption approximation product for log normal forward rate model.
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