Uses of Class
net.finmath.marketdata.model.AnalyticModel

Packages that use AnalyticModel

Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.

Uses of AnalyticModel in net.finmath.marketdata.calibration

Constructors in net.finmath.marketdata.calibration with parameters of type AnalyticModel

Constructor and Description
CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModel calibrationModel) Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.
CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModel calibrationModel, double calibrationAccuracy) Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.
CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModel calibrationModel, double evaluationTime, double calibrationAccuracy) Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.

Uses of AnalyticModel in net.finmath.marketdata.model

Methods in net.finmath.marketdata.model that return AnalyticModel

Modifier and Type	Method and Description
AnalyticModel	AnalyticModel.clone()