Uses of Interface
net.finmath.singleswaprate.products.AnalyticVolatilityCubeProduct
Packages that use AnalyticVolatilityCubeProduct
Package
Description
Provides interface specification and implementation of product based on a single interest rate curve.
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Uses of AnalyticVolatilityCubeProduct in net.finmath.singleswaprate.products
Classes in net.finmath.singleswaprate.products that implement AnalyticVolatilityCubeProductModifier and TypeClassDescriptionclassAbstract layer between interface and implementation, which ensures compatibility of model and product.classAn 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.