Uses of Enum
net.finmath.montecarlo.interestrate.products.SwaptionGeneralizedAnalyticApproximation.ValueUnit
Packages that use SwaptionGeneralizedAnalyticApproximation.ValueUnit
Package
Description
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.-
Uses of SwaptionGeneralizedAnalyticApproximation.ValueUnit in net.finmath.montecarlo.interestrate.products
Methods in net.finmath.montecarlo.interestrate.products that return SwaptionGeneralizedAnalyticApproximation.ValueUnitModifier and TypeMethodDescriptionReturns the enum constant of this type with the specified name.SwaptionGeneralizedAnalyticApproximation.ValueUnit.values()
Returns an array containing the constants of this enum type, in the order they are declared.Constructors in net.finmath.montecarlo.interestrate.products with parameters of type SwaptionGeneralizedAnalyticApproximation.ValueUnitModifierConstructorDescriptionSwaptionGeneralizedAnalyticApproximation(double swaprate, double[] swapTenor, SwaptionGeneralizedAnalyticApproximation.ValueUnit valueUnit, SwaptionGeneralizedAnalyticApproximation.StateSpace stateSpace)
Create an analytic swaption approximation product for log normal forward rate model.