Uses of Package
net.finmath.marketdata2.model
| 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.
|
| net.finmath.marketdata2.products |
Provides interface specification and implementation of products, e.g., calibration products.
|
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Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.calibration Class Description AnalyticModel A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.AnalyticModelFromCurvesAndVols Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves"). -
Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.model Class Description AnalyticModel A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.AnalyticModelFromCurvesAndVols Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves"). -
Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.model.curves Class Description AnalyticModel A collection of objects representing analytic valuations, i.e., curves and volatility surfaces. -
Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.products Class Description AnalyticModel A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.