Package | Description |
---|---|
net.finmath.fouriermethod.products.smile |
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
|
net.finmath.interpolation |
Basic methodologies to interpolate of curves and surfaces are provided here.
|
Class and Description |
---|
RationalFunctionInterpolation.ExtrapolationMethod |
RationalFunctionInterpolation.InterpolationMethod |
Class and Description |
---|
RationalFunctionInterpolation.ExtrapolationMethod |
RationalFunctionInterpolation.InterpolationMethod |
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