Uses of Package
net.finmath.singleswaprate.calibration
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Packages that use net.finmath.singleswaprate.calibration Package Description net.finmath.singleswaprate.calibration Classes providing calibration to market data of volatility cubes. -
Classes in net.finmath.singleswaprate.calibration used by net.finmath.singleswaprate.calibration Class Description AbstractCubeCalibration Abstract class providing a default method of calibrating a parametric cube to market data, which can be implemented quickly for any cube by implementing the methods:buildCube
initializeParameters
applyParameterBounds