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