Uses of Package
net.finmath.montecarlo.interestrate.products
Package
Description
Provides classes to build products from descriptors.
Provides interfaces and classes needed to generate interest rate models model (using numerical
algorithms from
net.finmath.montecarlo.process
.Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.Provides a set product components which allow to build financial products by composition.
Provides a set of indices which can be used as part of a period.
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ClassDescriptionBase class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argumentInterface for products requiring an LIBORModelMonteCarloSimulationModel as base class
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ClassDescriptionBase class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument
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ClassDescriptionBase class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argumentImplements the valuation of a swap under a LIBORModelMonteCarloSimulationModelInterface for products requiring an LIBORModelMonteCarloSimulationModel as base class
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ClassDescriptionBase class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argumentInterface for products requiring an LIBORModelMonteCarloSimulationModel as base class
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ClassDescriptionBase class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argumentInterface for products requiring an LIBORModelMonteCarloSimulationModel as base class