net.finmath.singleswaprate.annuitymapping.package-info Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of finmath-lib Show documentation
Show all versions of finmath-lib Show documentation
finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/**
* Classes providing options for the annuity mapping function. These replace the annuity, which is dependent on bonds of multiple maturities, with a function that solely
* depends on a single swap rate. Thus allowing to use vanilla models where otherwise term structure models would be necessary.
*
* @author Christian Fries
* @author Roland Bachl
*/
package net.finmath.singleswaprate.annuitymapping;