Uses of Enum
net.finmath.montecarlo.interestrate.products.Caplet.ValueUnit
Package
Description
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.-
Uses of Caplet.ValueUnit in net.finmath.montecarlo.interestrate.products
Modifier and TypeMethodDescriptionstatic Caplet.ValueUnit
Returns the enum constant of this type with the specified name.static Caplet.ValueUnit[]
Caplet.ValueUnit.values()
Returns an array containing the constants of this enum type, in the order they are declared.ModifierConstructorDescriptionCaplet
(double maturity, double periodLength, double strike, double daycountFraction, boolean isFloorlet, Caplet.ValueUnit valueUnit) Create a caplet or a floorlet.