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