Uses of Class
net.finmath.singleswaprate.products.AbstractSingleSwapRateProduct
Packages that use AbstractSingleSwapRateProduct
Package
Description
Provides interface specification and implementation of product based on a single interest rate curve.
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Uses of AbstractSingleSwapRateProduct in net.finmath.singleswaprate.products
Subclasses of AbstractSingleSwapRateProduct in net.finmath.singleswaprate.productsModifier and TypeClassDescriptionclassA 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.