Uses of Package
net.finmath.marketdata2.model
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Packages that use 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. -
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.