Module net.finmath.lib

Package net.finmath.singleswaprate

package net.finmath.singleswaprate

Contains all classes related to interest rate derivatives, which are evaluated by a change of measure to the annuity measure of a single swap rate. Most notable examples include the cash settled swaption and the constant maturity swap.

Author:

Christian Fries, Roland Bachl

Class Summary

Class	Description
Utils	A collection of utility methods for dealing with the net.finmath.singleswaprate package.