Package net.finmath.montecarlo.interestrate.products.components
Provides a set product components which allow to build financial products by composition.
 Author:
 Christian Fries

Interface Summary Interface Description Notional Base class for notional classes. 
Class Summary Class Description AbstractPeriod Base class for a period.AbstractProductComponent Base class for product components.AccrualAccount Implementation of a general accrual account.AccruingNotional Cashflow A single deterministic cashflow at a fixed timeExposureEstimator Implements (a numerical approximation of) the function \( (t,V) \mapsto E( V(t) \vert \mathcal{F}_t ) \) where \( V(t) \) is the (sum of) discounted future value(s) of an underlying \( V \), discounted to \( t \) and \( t \) is a given evaluation time.IndexedValue An indexed value.NotionalFromComponent A stochastic notional derived from the valuation of a component.NotionalFromConstant A constant (nonstochastic) notional.Numeraire A single deterministic cashflow at a fixed timeOption An option.Period A period.ProductCollection A collection of product components (like periods, options, etc.) paying the sum of their payouts.Selector A selection of a value on another component.