Module net.finmath.lib
Class AbstractCubeCalibration.SwaptionInfo
- java.lang.Object
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- net.finmath.singleswaprate.calibration.AbstractCubeCalibration.SwaptionInfo
-
- Enclosing class:
- AbstractCubeCalibration
protected class AbstractCubeCalibration.SwaptionInfo extends Object
Compact identifier for the swaptions to be created during the optimization.- Author:
- Christian Fries, Roland Bachl