Uses of Package
Packages that use net.finmath.singleswaprate.products Package Description net.finmath.singleswaprate.productsProvides interface specification and implementation of product based on a single interest rate curve.
Classes in net.finmath.singleswaprate.products used by net.finmath.singleswaprate.products Class Description AbstractAnalyticVolatilityCubeProductAbstract layer between interface and implementation, which ensures compatibility of model and product. AbstractSingleSwapRateProductAn abstract class providing valuation methods for single swap rate products. AnalyticVolatilityCubeProductThe interface of a product to be evaluated using a