Uses of Package
net.finmath.marketdata.calibration
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Packages that use net.finmath.marketdata.calibration 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.marketdata.model.bond Provides classes related to the modeling of Bond curves.net.finmath.marketdata.model.curves Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.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.singleswaprate.model.curves Additional curves for use in an analytic model,AnalyticModel. -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.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.marketdata.calibration used by net.finmath.marketdata.model Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.bond Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.curves Class Description ParameterObject An objects having a dependence on a parameter (double[]). -
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.volatilities Class Description ParameterObject An objects having a dependence on a parameter (double[]).ParameterTransformation Interface for parameter transformation. -
Classes in net.finmath.marketdata.calibration used by net.finmath.singleswaprate.model.curves Class Description ParameterObject An objects having a dependence on a parameter (double[]).