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.
-
Uses of AnalyticVolatilityCubeProduct in net.finmath.singleswaprate.products
Classes in net.finmath.singleswaprate.products that implement AnalyticVolatilityCubeProductModifier and TypeClassDescriptionclass
Abstract layer between interface and implementation, which ensures compatibility of model and product.class
An abstract class providing valuation methods for single swap rate products.class
A dummy product that only evaluates the value of aAnnuityMapping
.class
A European cash settled payer swaption.class
A European cash settled receiver swaption.class
A constant maturity swap.class
A dummy product that only evaluates the value of aNormalizingFunction
.