Uses of Class
net.finmath.marketdata.model.volatilities.OptionSmileData
| Package | Description |
|---|---|
| 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.
|
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Uses of OptionSmileData in net.finmath.marketdata.model.volatilities
Methods in net.finmath.marketdata.model.volatilities that return OptionSmileData Modifier and Type Method Description OptionSmileDataOptionSurfaceData. getSmile(double maturity)Methods in net.finmath.marketdata.model.volatilities that return types with arguments of type OptionSmileData Modifier and Type Method Description HashMap<Double,OptionSmileData>OptionSurfaceData. getSurface()Constructors in net.finmath.marketdata.model.volatilities with parameters of type OptionSmileData Constructor Description OptionSurfaceData(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)Creates an equity option surface from an array of smiles.