Uses of Interface
net.finmath.singleswaprate.annuitymapping.NormalizingFunction

Packages that use NormalizingFunction

Package	Description
net.finmath.singleswaprate.annuitymapping	Classes providing options for the annuity mapping function.
net.finmath.singleswaprate.products	Provides interface specification and implementation of product based on a single interest rate curve.

Uses of NormalizingFunction in net.finmath.singleswaprate.annuitymapping

Classes in net.finmath.singleswaprate.annuitymapping that implement NormalizingFunction

Modifier and Type	Class	Description
class	ConstantNormalizer	Constant normalizer returning the value one.
class	ExponentialNormalizer	An exponential normalizing function following \[ c e^{-(x / S)^2} \] where S is the swap rate and c is some scaling factor.

Uses of NormalizingFunction in net.finmath.singleswaprate.products

Constructors in net.finmath.singleswaprate.products with parameters of type NormalizingFunction

Modifier	Constructor	Description
	NormalizingDummyProduct(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, NormalizingFunction normalizer)	Create the dummy product for a normalizer.