Uses of Package net.finmath.singleswaprate.model.volatilities (finmath lib 4.1.7 API)

Packages that use net.finmath.singleswaprate.model.volatilities
Package	Description
net.finmath.singleswaprate.calibration	Classes providing calibration to market data of volatility cubes.
net.finmath.singleswaprate.model	Classes extending the regular analytic model, see `net.finmath.marketdata.model`, with the capacity to hold volatility cubes, see `VolatilityCube`.
net.finmath.singleswaprate.model.volatilities	Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.

Classes in net.finmath.singleswaprate.model.volatilities used by net.finmath.singleswaprate.calibration
Class	Description
SABRVolatilityCube	A volatility cube that uses a grid of SABR models for the calculation of the volatility with different strikes.
VolatilityCube	Interface to be implemented by classes providing a volatility cube for a `VolatilityCubeModel`.

Classes in net.finmath.singleswaprate.model.volatilities used by net.finmath.singleswaprate.model
Class	Description
VolatilityCube	Interface to be implemented by classes providing a volatility cube for a `VolatilityCubeModel`.

Classes in net.finmath.singleswaprate.model.volatilities used by net.finmath.singleswaprate.model.volatilities
Class	Description
SABRVolatilityCube	A volatility cube that uses a grid of SABR models for the calculation of the volatility with different strikes.
SABRVolatilityCubeParallel	A volatility cube that uses a grid of SABR models for the calculation of the volatility with different strikes.
VolatilityCube	Interface to be implemented by classes providing a volatility cube for a `VolatilityCubeModel`.