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