Uses of Enum
net.finmath.montecarlo.interestrate.products.SwaptionGeneralizedAnalyticApproximation.StateSpace
Package
Description
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.-
Uses of SwaptionGeneralizedAnalyticApproximation.StateSpace in net.finmath.montecarlo.interestrate.products
Modifier and TypeMethodDescriptionReturns the enum constant of this type with the specified name.SwaptionGeneralizedAnalyticApproximation.StateSpace.values()
Returns an array containing the constants of this enum type, in the order they are declared.ModifierConstructorDescriptionSwaptionGeneralizedAnalyticApproximation
(double swaprate, double[] swapTenor, SwaptionGeneralizedAnalyticApproximation.ValueUnit valueUnit, SwaptionGeneralizedAnalyticApproximation.StateSpace stateSpace) Create an analytic swaption approximation product for log normal forward rate model.SwaptionGeneralizedAnalyticApproximation
(double swaprate, TimeDiscretization swapTenor, SwaptionGeneralizedAnalyticApproximation.StateSpace stateSpace) Create an analytic swaption approximation product for log normal forward rate model.