Uses of Class
net.finmath.montecarlo.interestrate.products.indices.AnalyticModelIndex
Packages that use AnalyticModelIndex
Package
Description
Provides a set product components which allow to build financial products by composition.
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Uses of AnalyticModelIndex in net.finmath.montecarlo.interestrate.products.components
Constructors in net.finmath.montecarlo.interestrate.products.components with parameters of type AnalyticModelIndexModifierConstructorDescriptionAccrualAccount(String currency, AnalyticModelIndex pastFixings, AbstractIndex accrualIndex, double accrualPeriod)
Create an accrual account.