Package net.finmath.singleswaprate.model
Classes extending the regular analytic model, see
net.finmath.marketdata.model
, with the capacity to hold volatility cubes,
see VolatilityCube
.- Author:
- Christian Fries, Roland Bachl
-
Interface Summary Interface Description VolatilityCubeModel A collection of objects representing analytic valuations. -
Class Summary Class Description AnalyticModelWithVolatilityCubes Implementation ofVolatilityCubeModel
based onAnalyticModelFromCurvesAndVols
.