Module net.finmath.lib

Package net.finmath.montecarlo.hybridassetinterestrate.products

package net.finmath.montecarlo.hybridassetinterestrate.products

Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.

Author:

Christian Fries

Class Summary

Class	Description
Bond	This class implements the valuation of a zero coupon bond.
BondWithForeignNumeraire	This class implements the valuation of a zero coupon bond.
ForwardRateAgreementGeneralized	This class implements the valuation of a zero coupon bond.
HybridAssetMonteCarloProduct	Base class for product that need an HybridAssetLIBORModelMonteCarloSimulationInterface in their valuation.
WorstOfExpressCertificate