Uses of Class
net.finmath.marketdata2.products.AbstractAnalyticProduct
Package
Description
Provides interface specification and implementation of products, e.g., calibration products.
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Uses of AbstractAnalyticProduct in net.finmath.marketdata2.products
Modifier and TypeClassDescriptionclass
Implements the valuation of a single cashflow by a discount curve.class
Implements the valuation of the (overnight) deposit (maturity t+1 or t+2).class
Implements the valuation of a forward using curves (discount curve, forward curve).class
Implements the valuation of a FRA in multi-curve setting.class
Implements the valuation of a market forward rate agreement using curves (discount curve, forward curve).class
Implements an analytic product given by the ratio of two analytic products.class
Implements the valuation of a portfolio of products implementingAnalyticProductInterface
.class
Implements the valuation of a swap using curves (discount curve, forward curve).class
Implements the valuation of a swap annuity using curves (discount curve).class
Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).ModifierConstructorDescriptionPerformance
(AbstractAnalyticProduct productNumerator, AbstractAnalyticProduct productDenominator) Creates a Performance product.