Uses of Class
net.finmath.marketdata.products.AbstractAnalyticProduct

Packages that use AbstractAnalyticProduct

Package	Description
net.finmath.marketdata.model.bond	Provides classes related to the modeling of Bond curves.
net.finmath.marketdata.model.volatility.caplet	Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.

Uses of AbstractAnalyticProduct in net.finmath.marketdata.model.bond

Subclasses 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

Subclasses 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

Subclasses 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.