Uses of Package
net.finmath.modelling.products
Packages that use net.finmath.modelling.products
Package
Description
Interface and base classes related to products.
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
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Classes in net.finmath.modelling.products used by net.finmath.modelling.productsClassDescriptionSwaptions specific value units, like swaption implied volatilities.
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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.