Module net.finmath.lib
Package net.finmath.montecarlo.hybridassetinterestrate.products
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation
.- Author:
- Christian Fries
-
Class Summary Class Description Bond This class implements the valuation of a zero coupon bond.BondWithForeignNumeraire This class implements the valuation of a zero coupon bond.ForwardRateAgreementGeneralized This class implements the valuation of a zero coupon bond.HybridAssetMonteCarloProduct Base class for product that need an HybridAssetLIBORModelMonteCarloSimulationInterface in their valuation.WorstOfExpressCertificate