Uses of Package
net.finmath.marketdata2.calibration
| Package | Description |
|---|---|
| net.finmath.marketdata2.calibration |
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
|
| net.finmath.marketdata2.model |
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
|
| net.finmath.marketdata2.model.curves |
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
|
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Classes in net.finmath.marketdata2.calibration used by net.finmath.marketdata2.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.marketdata2.calibration used by net.finmath.marketdata2.model Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata2.calibration used by net.finmath.marketdata2.model.curves Class Description ParameterObject An objects having a dependence on a parameter (double[]).