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
-
ClassesClassDescriptionThis class implements the valuation of a zero coupon bond.This class implements the valuation of a zero coupon bond.This class implements the valuation of a zero coupon bond.Base class for product that need an HybridAssetLIBORModelMonteCarloSimulationInterface in their valuation.