Uses of Package
net.finmath.interpolation
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Packages that use net.finmath.interpolation Package Description net.finmath.fouriermethod.products.smile Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.net.finmath.interpolation Basic methodologies to interpolate of curves and surfaces are provided here. -
Classes in net.finmath.interpolation used by net.finmath.interpolation Class Description RationalFunctionInterpolation.ExtrapolationMethod RationalFunctionInterpolation.InterpolationMethod