Uses of Class
net.finmath.singleswaprate.products.AbstractAnalyticVolatilityCubeProduct
Packages that use AbstractAnalyticVolatilityCubeProduct
Package
Description
Provides interface specification and implementation of product based on a single interest rate curve.
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Uses of AbstractAnalyticVolatilityCubeProduct in net.finmath.singleswaprate.products
Subclasses of AbstractAnalyticVolatilityCubeProduct in net.finmath.singleswaprate.productsModifier and TypeClassDescriptionclassAn abstract class providing valuation methods for single swap rate products.classA dummy product that only evaluates the value of aAnnuityMapping.classA European cash settled payer swaption.classA European cash settled receiver swaption.classA constant maturity swap.classA dummy product that only evaluates the value of aNormalizingFunction.