Uses of Interface
net.finmath.montecarlo.interestrate.models.funding.FundingCapacity

Packages that use FundingCapacity

Package	Description
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.models.funding	Model components related to non-linear discounting / funding.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

Uses of FundingCapacity in net.finmath.montecarlo.assetderivativevaluation.products

Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type FundingCapacity

Modifier	Constructor	Description
	ForwardAgreementWithFundingRequirement(double maturity, double forwardValue, int underlyingIndex, FundingCapacity fundingCapacity)	Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).
	ForwardAgreementWithFundingRequirement(String underlyingName, double maturity, double forwardValue, FundingCapacity fundingCapacity)	Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).

Uses of FundingCapacity in net.finmath.montecarlo.interestrate.models.funding

Classes in net.finmath.montecarlo.interestrate.models.funding that implement FundingCapacity

Modifier and Type	Class	Description
class	FundingCapacityWithMemory	Models the notional dependent survival probability and default compensation of a funding capacity (funding provider) using a piecewise constant function for the instantaneous survival probability.
class	FundingCapacityWithoutMemory	Models the notional dependent survival probability and default compensation of a funding capacity (funding provider) using a piecewise constant function for the instantaneous survival probability.

Uses of FundingCapacity in net.finmath.montecarlo.interestrate.products

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type FundingCapacity

Modifier	Constructor	Description
	SwapLegWithFundingProvider(Schedule legSchedule, double[] notionals, AbstractIndex index, double[] spreads, FundingCapacity fundingCapacity)	Creates a swap leg.