Uses of Package

Provides classes to build products from descriptors.
Provides interfaces and classes needed to generate interest rate models model (using numerical algorithms from net.finmath.montecarlo.process.
Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.
Provides a set product components which allow to build financial products by composition.
Provides a set of indices which can be used as part of a period.