Module net.finmath.lib

Package net.finmath.singleswaprate.products

Provides interface specification and implementation of product based on a single interest rate curve.

Author:

Christian Fries, Roland Bachl

Interface Summary

Interface	Description
AnalyticVolatilityCubeProduct	The interface of a product to be evaluated using a VolatilityCubeModel.

Class Summary

Class	Description
AbstractAnalyticVolatilityCubeProduct	Abstract layer between interface and implementation, which ensures compatibility of model and product.
AbstractSingleSwapRateProduct	An abstract class providing valuation methods for single swap rate products.
AnnuityDummyProduct	A dummy product that only evaluates the value of a AnnuityMapping.
CashSettledPayerSwaption	A European cash settled payer swaption.
CashSettledReceiverSwaption	A European cash settled receiver swaption.
ConstantMaturitySwap	A constant maturity swap.
NormalizingDummyProduct	A dummy product that only evaluates the value of a NormalizingFunction.