Uses of Package
net.finmath.marketdata.calibration
| 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.
|
| net.finmath.marketdata.model.bond |
Provided classes related to the modelling of Bond curves.
|
| net.finmath.marketdata.model.curves |
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
|
| net.finmath.marketdata.model.volatilities |
Provides interface specification and implementation of volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
|
| net.finmath.singleswaprate.model.curves |
Additional curves for use in an analytic model,
AnalyticModel. |
-
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.calibration Class Description CalibratedCurves Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.CalibratedCurves.CalibrationSpec Specification of calibration product.ParameterObject An objects having a dependence on a parameter (double[]).ParameterTransformation Interface for parameter transformation. -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.bond Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.curves Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.volatilities Class Description ParameterObject An objects having a dependence on a parameter (double[]).ParameterTransformation Interface for parameter transformation. -
Classes in net.finmath.marketdata.calibration used by net.finmath.singleswaprate.model.curves Class Description ParameterObject An objects having a dependence on a parameter (double[]).