Uses of Package
net.finmath.interpolation
| 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.
|
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Classes in net.finmath.interpolation used by net.finmath.interpolation Class Description RationalFunctionInterpolation.ExtrapolationMethod RationalFunctionInterpolation.InterpolationMethod