Package net.finmath.montecarlo.interestrate.products

Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.

See: Description

Class Summary

Class	Description
SwaptionATM	A lightweight ATM swaption product used for calibration.

Package net.finmath.montecarlo.interestrate.products Description

Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.

Author:

Christian Fries