Class AbstractLIBORMonteCarloProduct

All Implemented Interfaces:
Product, TermStructureMonteCarloProduct, MonteCarloProduct

public abstract class AbstractLIBORMonteCarloProduct extends AbstractTermStructureMonteCarloProduct
For backward compatibility - same as AbstractTermStructureMonteCarloProduct.
Version:
1.0
Author:
Christian Fries
  • Constructor Details

    • AbstractLIBORMonteCarloProduct

      public AbstractLIBORMonteCarloProduct(String currency)
      Parameters:
      currency - The currency of this product (may be null for "any currency").
    • AbstractLIBORMonteCarloProduct

      public AbstractLIBORMonteCarloProduct()