See: Description
Interface  Description 

AnalyticProductInterface 
The interface which has to be implemented by a product which may
be evaluated using an
AnalyticModel . 
Class  Description 

AbstractAnalyticProduct  
Cap 
Implements the valuation of a cap via an analytic model,
i.e. the specification of a forward curve, discount curve and volatility surface.

Cashflow 
Implements the valuation of a single cashflow by a discount curve.

Deposit 
Implements the valuation of the (overnight) deposit (maturity t+1 or t+2).

Forward 
Implements the valuation of a forward using curves (discount curve, forward curve).

ForwardRateAgreement 
Implements the valuation of a FRA in multicurve setting.

MarketForwardRateAgreement 
Implements the valuation of a market forward rate agreement using curves
(discount curve, forward curve).

Performance 
Implements an analytic product given by the ratio
of two analytic products.

Portfolio 
Implements the valuation of a portfolio of products implementing
AnalyticProductInterface . 
Swap 
Implements the valuation of a swap using curves (discount curve, forward curve).

SwapAnnuity 
Implements the valuation of a swap annuity using curves (discount curve).

SwapLeg 
Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).

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