Uses of Package
net.finmath.modelling.products
Packages that use net.finmath.modelling.products
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
Package net.finmath.finitedifference.assetderivativevaluation.products.
Package net.finmath.finitedifference.interestrate.products.
Package net.finmath.finitedifference.solvers.adi.
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
Interface and base classes related to products.
Products which may be valued using an
AssetModelMonteCarloSimulationModel.Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.-
Classes in net.finmath.modelling.products used by net.finmath.finitedifference.assetderivativevaluation.boundariesClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.
-
Classes in net.finmath.modelling.products used by net.finmath.finitedifference.assetderivativevaluation.productsClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.Digital payoff style.Monitoring convention for barrier-style products.Quantity-control mode for a swing contract.Settlement timing for touch-style barrier products.
-
Classes in net.finmath.modelling.products used by net.finmath.finitedifference.interestrate.productsClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.
-
Classes in net.finmath.modelling.products used by net.finmath.finitedifference.solvers.adi
-
Classes in net.finmath.modelling.products used by net.finmath.fouriermethod.productsClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.
-
Classes in net.finmath.modelling.products used by net.finmath.functionsClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.
-
Classes in net.finmath.modelling.products used by net.finmath.modelling.productsClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.Digital payoff style.Monitoring convention for barrier-style products.Swaptions specific value units, like swaption implied volatilities.Quantity-control mode for a swing contract.Settlement timing for touch-style barrier products.
-
Classes in net.finmath.modelling.products used by net.finmath.montecarlo.assetderivativevaluation.productsClassDescriptionDefines once and for all for the library how we treat calls and puts via EuropeanOption classes.
-
Classes in net.finmath.modelling.products used by net.finmath.montecarlo.interestrate.productsClassDescriptionA market interface for all swaption implementations and a holder for some product specific definitions.Swaptions specific value units, like swaption implied volatilities.