Module net.finmath.lib
Package net.finmath.montecarlo.interestrate.products.components
package net.finmath.montecarlo.interestrate.products.components
Provides a set product components which allow to build financial products by composition.
 Author:
 Christian Fries

ClassDescriptionBase class for a period.Base class for product components.Implementation of a general accrual account.A single deterministic cashflow at a fixed timeAn right to choose between two underlyings.The expected tail loss.Implements (a numerical approximation of) the function \( (t,V) \mapsto E( V(t) \vert \mathcal{F}_t ) \) where \( V(t) \) is the (sum of) discounted future value(s) of an underlying \( V \), discounted to \( t \) and \( t \) is a given evaluation time.An indexed value.A stochastic notional derived from the valuation of a component.A constant (nonstochastic) notional.A single deterministic cashflow at a fixed timeAn option.A period.A collection of product components (like periods, options, etc.) paying the sum of their payouts.A selection of a value on another component.