Uses of Class
net.finmath.marketdata.model.AnalyticModelFromCurvesAndVols

Packages that use AnalyticModelFromCurvesAndVols

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.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.singleswaprate.model	Classes extending the regular analytic model, see net.finmath.marketdata.model, with the capacity to hold volatility cubes, see VolatilityCube.

Uses of AnalyticModelFromCurvesAndVols in net.finmath.marketdata.calibration

Constructors in net.finmath.marketdata.calibration with parameters of type AnalyticModelFromCurvesAndVols

Constructor	Description
CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.
CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel, double calibrationAccuracy)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.
CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel, double evaluationTime, double calibrationAccuracy)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.

Uses of AnalyticModelFromCurvesAndVols in net.finmath.marketdata.model

Methods in net.finmath.marketdata.model that return AnalyticModelFromCurvesAndVols

Modifier and Type	Method	Description
AnalyticModelFromCurvesAndVols	AnalyticModelFromCurvesAndVols.clone()

Uses of AnalyticModelFromCurvesAndVols in net.finmath.modelling.modelfactory

Subclasses of AnalyticModelFromCurvesAndVols in net.finmath.modelling.modelfactory

Modifier and Type	Class	Description
static class	AnalyticModelFactory.DescribedAnalyticModel	Class extending AnalyticModelFromCurvesAndVols with the funtionality of a described model.

Uses of AnalyticModelFromCurvesAndVols in net.finmath.singleswaprate.model

Subclasses of AnalyticModelFromCurvesAndVols in net.finmath.singleswaprate.model

Modifier and Type	Class	Description
class	AnalyticModelWithVolatilityCubes	Implementation of VolatilityCubeModel based on AnalyticModelFromCurvesAndVols.