Package net.finmath.singleswaprate.annuitymapping

package net.finmath.singleswaprate.annuitymapping
Classes providing options for the annuity mapping function. These replace the annuity, which is dependent on bonds of multiple maturities, with a function that solely depends on a single swap rate. Thus allowing to use vanilla models where otherwise term structure models would be necessary.
Christian Fries, Roland Bachl