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