Uses of Package
net.finmath.marketdata2.calibration
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Packages that use 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. -
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[]).