Module net.finmath.lib

Package net.finmath.modelling.products

package net.finmath.modelling.products

Interface and base classes related to products.

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.modelling	Provides interface separating models and products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Class	Description
Swaption	A market interface for all swaption implementations and a holder for some product specific definitions.
Swaption.ValueUnit	Swaptions specific value units, like swaption implied volatilities.