Uses of Interface
net.finmath.marketdata2.products.AnalyticProduct

Packages that use AnalyticProduct

Package	Description
net.finmath.marketdata2.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.

Uses of AnalyticProduct in net.finmath.marketdata2.calibration

Methods in net.finmath.marketdata2.calibration that return AnalyticProduct

Modifier and Type	Method	Description
AnalyticProduct	CalibratedCurves.getCalibrationProductForSpec(CalibratedCurves.CalibrationSpec calibrationSpec)
AnalyticProduct	CalibratedCurves.getCalibrationProductForSymbol(String symbol)	Returns the first product found in the vector of calibration products which matches the given symbol, where symbol is the String set in the calibrationSpecs.

Constructor parameters in net.finmath.marketdata2.calibration with type arguments of type AnalyticProduct

Modifier	Constructor	Description
	Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
	Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, double evaluationTime, double calibrationAccuracy)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
	Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, double evaluationTime, double calibrationAccuracy)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
	Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, double calibrationAccuracy)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).
	Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, StochasticOptimizerFactory optimizerFactory)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).

Uses of AnalyticProduct in net.finmath.marketdata2.products

Classes in net.finmath.marketdata2.products that implement AnalyticProduct

Modifier and Type	Class	Description
class	AbstractAnalyticProduct
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).

Methods in net.finmath.marketdata2.products that return AnalyticProduct

Modifier and Type	Method	Description
AnalyticProduct	Swap.getLegPayer()	Return the payer leg of the swap, i.e.
AnalyticProduct	Swap.getLegReceiver()	Return the receiver leg of the swap, i.e.

Methods in net.finmath.marketdata2.products that return types with arguments of type AnalyticProduct

Modifier and Type	Method	Description
List<AnalyticProduct>	Portfolio.getProducts()	Returns the list of products as an unmodifiable list.

Constructors in net.finmath.marketdata2.products with parameters of type AnalyticProduct

Modifier	Constructor	Description
	Portfolio(AnalyticProduct product, double weight)	Create a portfolio consisting of a single product with a given weight.
	Swap(AnalyticProduct legReceiver, AnalyticProduct legPayer)	Create a swap which values as legReceiver - legPayer.

Constructor parameters in net.finmath.marketdata2.products with type arguments of type AnalyticProduct

Modifier	Constructor	Description
	Portfolio(List<AnalyticProduct> products)	Create a portfolio of products implementing AnalyticProductInterface.
	Portfolio(List<AnalyticProduct> products, List<Double> weights)	Create a portfolio of products implementing AnalyticProductInterface.
	Portfolio(Portfolio portfolio, List<AnalyticProduct> products, List<Double> weights)	Create a portfolio of products implementing AnalyticProductInterface.