Module net.finmath.lib

Package net.finmath.modelling.products

Interface Swaption

All Known Implementing Classes:

BermudanSwaptionFromSwapSchedules, Swaption, SwaptionAnalyticApproximation, SwaptionAnalyticApproximationRebonato, SwaptionATM, SwaptionFromSwapSchedules, SwaptionGeneralizedAnalyticApproximation, SwaptionSimple, SwaptionSingleCurveAnalyticApproximation

public interface Swaption

A market interface for all swaption implementations and a holder for some product specific definitions.

Author:

Christian Fries

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static class	Swaption.ValueUnit	Swaptions specific value units, like swaption implied volatilities.