Package net.finmath.finitedifference.interestrate.products

package net.finmath.finitedifference.interestrate.products

Package net.finmath.finitedifference.interestrate.products.

Class	Description
Bond	Finite-difference valuation of a deterministic-cashflow bond.
FiniteDifferenceInterestRateProduct	Interface for products valued by a finite-difference interest-rate model.
OptionOnBond	Finite-difference valuation of a European option on a deterministic-cashflow bond.
Swap	Finite-difference valuation of a reduced-scope swap.
SwapAnnuity	Utility methods for swap annuities in the finite-difference interest-rate framework.
SwapLeg	Finite-difference valuation of a reduced-scope swap leg.
Swaption	Finite-difference valuation of a swaption under an interest-rate finite-difference model.
Swaption.ResolvedExerciseData	Container for resolved exercise information.