# Uses of Classnet.finmath.marketdata.products.AbstractAnalyticProduct

Packages that use AbstractAnalyticProduct
Package
Description
Provides classes related to the modeling of Bond curves.
Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
Provides interface specification and implementation of products, e.g., calibration products.
• ## Uses of AbstractAnalyticProduct in net.finmath.marketdata.model.bond

Modifier and Type
Class
Description
class
Bond
Implements the valuation of a bond (zero-coupon, fixed coupon or floating coupon) with unit notional of 1 using curves: a forward curve, if the bond has floating rate coupons a discount curve as a base curve for discounting a survival probability curve for additional credit risk related discount factor a basis factor curve for additional bond related discount factor Support for day counting is provided via the class implementing Schedule.
• ## Uses of AbstractAnalyticProduct in net.finmath.marketdata.model.volatility.caplet

Modifier and Type
Class
Description
class
CapShiftedVol
Implements the valuation of a cap via an analytic model, i.e.
• ## Uses of AbstractAnalyticProduct in net.finmath.marketdata.products

Modifier and Type
Class
Description
class
Cap
Implements the valuation of a cap via an analytic model, i.e.
class
Cashflow
Implements the valuation of a single cashflow by a discount curve.
class
Deposit
Implements the valuation of the (overnight) deposit (maturity t+1 or t+2).
class
Forward
Implements the valuation of a forward using curves (discount curve, forward curve).
class
ForwardRateAgreement
Implements the valuation of a FRA in multi-curve setting.
class
MarketForwardRateAgreement
Implements the valuation of a market forward rate agreement using curves (discount curve, forward curve).
class
Performance
Implements an analytic product given by the ratio of two analytic products.
class
Portfolio
Implements the valuation of a portfolio of products implementing AnalyticProductInterface.
class
Swap
Implements the valuation of a swap using curves (discount curve, forward curve).
class
SwapAnnuity
Implements the valuation of a swap annuity using curves (discount curve).
class
SwapLeg
Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).
Constructors in net.finmath.marketdata.products with parameters of type AbstractAnalyticProduct
Modifier
Constructor
Description

Performance​(AbstractAnalyticProduct productNumerator, AbstractAnalyticProduct productDenominator)
Creates a Performance product.