Uses of Interface
net.finmath.marketdata.model.volatilities.SwaptionMarketData

Packages that use SwaptionMarketData

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.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of SwaptionMarketData in net.finmath.marketdata.model.volatilities

Classes in net.finmath.marketdata.model.volatilities that implement SwaptionMarketData

Modifier and Type	Class	Description
class	SwaptionATMMarketDataFromArray	Simple swaption market data class.

Uses of SwaptionMarketData in net.finmath.montecarlo.interestrate.models

Methods in net.finmath.montecarlo.interestrate.models that return SwaptionMarketData

Modifier and Type	Method	Description
SwaptionMarketData	LIBORMarketModelFromCovarianceModel.getSwaptionMarketData()	Return the swaption market data used for calibration (if any, may be null).
SwaptionMarketData	LIBORMarketModelStandard.getSwaptionMarketData()	Return the swaption market data used for calibration (if any, may be null).

Constructors in net.finmath.montecarlo.interestrate.models with parameters of type SwaptionMarketData

Constructor	Description
LIBORMarketModelFromCovarianceModel(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, LIBORCovarianceModel covarianceModel, SwaptionMarketData swaptionMarketData)	Creates a LIBOR Market Model for given covariance.
LIBORMarketModelFromCovarianceModel(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, LIBORCovarianceModel covarianceModel, SwaptionMarketData swaptionMarketData, Map<String,?> properties)	Creates a LIBOR Market Model for given covariance.
LIBORMarketModelFromCovarianceModel(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, LIBORCovarianceModel covarianceModel, SwaptionMarketData swaptionMarketData)	Creates a LIBOR Market Model using a given covariance model and calibrating this model to given swaption volatility data.
LIBORMarketModelStandard(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, LIBORCovarianceModel covarianceModel, SwaptionMarketData swaptionMarketData)	Creates a LIBOR Market Model for given covariance.
LIBORMarketModelStandard(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, LIBORCovarianceModel covarianceModel, SwaptionMarketData swaptionMarketData)	Creates a LIBOR Market Model using a given covariance model and calibrating this model to given swaption volatility data.