Uses of Package
net.finmath.marketdata2.products
Packages that use net.finmath.marketdata2.products
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
Provides interface specification and implementation of products, e.g., calibration products.
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Classes in net.finmath.marketdata2.products used by net.finmath.marketdata2.calibrationClassDescriptionThe interface which has to be implemented by a product which may be evaluated using an
AnalyticModelFromCurvesAndVols
. -
Classes in net.finmath.marketdata2.products used by net.finmath.marketdata2.productsClassDescriptionThe interface which has to be implemented by a product which may be evaluated using an
AnalyticModelFromCurvesAndVols
.Implements the valuation of a portfolio of products implementingAnalyticProductInterface
.