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net.finmath.singleswaprate.package-info Maven / Gradle / Ivy

/**
 * Contains all classes related to interest rate derivatives, which are evaluated by a change of measure to the annuity measure of a single swap rate.
 * Most notable examples include the cash settled swaption and the constant maturity swap.
 *
 * @author Christian Fries
 * @author Roland Bachl
 *
 */
package net.finmath.singleswaprate;