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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/**
 * Additional curves for use in an analytic model, {@link net.finmath.marketdata.model.AnalyticModel}.
 *
 * @author Christian Fries
 * @author Roland Bachl
 */
package net.finmath.singleswaprate.model.curves;




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