Uses of Enum
net.finmath.montecarlo.interestrate.products.BermudanSwaptionFromSwapSchedules.SwaptionType
Package
Description
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.-
Uses of BermudanSwaptionFromSwapSchedules.SwaptionType in net.finmath.montecarlo.interestrate.products
Modifier and TypeMethodDescriptionBermudanSwaptionFromSwapSchedules.getSwaptionType()
Returns the enum constant of this type with the specified name.BermudanSwaptionFromSwapSchedules.SwaptionType.values()
Returns an array containing the constants of this enum type, in the order they are declared.ModifierConstructorDescriptionBermudanSwaptionFromSwapSchedules
(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules) Create a Bermudan swaption.BermudanSwaptionFromSwapSchedules
(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory, RegressionBasisFunctionsProvider regressionBasisFunctionProvider) Create a Bermudan swaption from an array of underlying swap schedules (fix leg and float leg), swap rates and notionals.BermudanSwaptionFromSwapSchedules
(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, RegressionBasisFunctionsProvider regressionBasisFunctionProvider) Create a Bermudan swaption.BermudanSwaptionFromSwapSchedules
(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double swaprate, double notional, Schedule[] fixSchedules, Schedule[] floatSchedules) Create a Bermudan swaption.