Uses of Package
net.finmath.montecarlo.interestrate.products

Packages that use net.finmath.montecarlo.interestrate.products

Package	Description
net.finmath.finitedifference.interestrate.products	Package net.finmath.finitedifference.interestrate.products.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.
net.finmath.montecarlo.interestrate	Provides interfaces and classes needed to generate interest rate models model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models.funding	Model components related to non-linear discounting / funding.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.finitedifference.interestrate.products

Class	Description
BermudanSwaptionFromSwapSchedules.SwaptionType

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.modelling.productfactory

Class	Description
AbstractTermStructureMonteCarloProduct	Base class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument
SwapLeg
TermStructureMonteCarloProduct	Interface for products requiring an LIBORModelMonteCarloSimulationModel as base class

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.montecarlo.interestrate

Class	Description
AbstractTermStructureMonteCarloProduct	Base class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.montecarlo.interestrate.models.funding

Class	Description
AbstractTermStructureMonteCarloProduct	Base class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument
TermStructureMonteCarloProduct	Interface for products requiring an LIBORModelMonteCarloSimulationModel as base class

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.montecarlo.interestrate.products

Class	Description
AbstractTermStructureMonteCarloProduct	Base class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument
BermudanSwaptionFromSwapSchedules.SwaptionType
Caplet.ValueUnit
ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider	Provides basis functions used to represent stochastic hedge ratios.
ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentTradeValueProvider	Provides adapted trade values used in the self-financing cash-account update.
ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider	Provides the hedge-instrument values used in the forward-sensitivity equation.
ForwardSensitivityDeltaHedgedPortfolio.ParameterIDProvider	Provides the AAD IDs of the primitives with respect to which the hedge equations are formed.
SimpleSwap	Implements the valuation of a swap under a LIBORModelMonteCarloSimulationModel
SwaptionFromSwapSchedules.SwaptionType
SwaptionGeneralizedAnalyticApproximation.StateSpace
SwaptionGeneralizedAnalyticApproximation.ValueUnit
TermStructureMonteCarloProduct	Interface for products requiring an LIBORModelMonteCarloSimulationModel as base class

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.montecarlo.interestrate.products.components

Class	Description
AbstractTermStructureMonteCarloProduct	Base class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument
TermStructureMonteCarloProduct	Interface for products requiring an LIBORModelMonteCarloSimulationModel as base class

Classes in net.finmath.montecarlo.interestrate.products used by net.finmath.montecarlo.interestrate.products.indices

Class	Description
AbstractTermStructureMonteCarloProduct	Base class for products requiring an TermStructureMonteCarloSimulationModel (or LIBORModelMonteCarloSimulationModel) as base class for the valuation model argument
TermStructureMonteCarloProduct	Interface for products requiring an LIBORModelMonteCarloSimulationModel as base class