Package net.finmath.marketdata2.products
Provides interface specification and implementation of products, e.g., calibration products.
Products can be valued using the model (which provides valuation curves).
 Author:
 Christian Fries

Interface Summary Interface Description AnalyticProduct The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
. 
Class Summary Class Description AbstractAnalyticProduct Cashflow Implements the valuation of a single cashflow by a discount curve.Deposit Implements the valuation of the (overnight) deposit (maturity t+1 or t+2).Forward Implements the valuation of a forward using curves (discount curve, forward curve).ForwardRateAgreement Implements the valuation of a FRA in multicurve setting.MarketForwardRateAgreement Implements the valuation of a market forward rate agreement using curves (discount curve, forward curve).Performance Implements an analytic product given by the ratio of two analytic products.Portfolio Implements the valuation of a portfolio of products implementingAnalyticProductInterface
.Swap Implements the valuation of a swap using curves (discount curve, forward curve).SwapAnnuity Implements the valuation of a swap annuity using curves (discount curve).SwapLeg Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).