Uses of Interface
net.finmath.marketdata.model.volatilities.VolatilitySurface

Packages that use VolatilitySurface

Package	Description
net.finmath.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.marketdata.model.volatility.caplet	Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)

Uses of VolatilitySurface in net.finmath.marketdata.model

Methods in net.finmath.marketdata.model that return VolatilitySurface

Modifier and Type	Method	Description
VolatilitySurface	AnalyticModel.getVolatilitySurface(String name)	Returns a volatility surface for a given name.
VolatilitySurface	AnalyticModelFromCurvesAndVols.getVolatilitySurface(String name)

Methods in net.finmath.marketdata.model that return types with arguments of type VolatilitySurface

Modifier and Type	Method	Description
Map<String,VolatilitySurface>	AnalyticModel.getVolatilitySurfaces()	Returns an unmodifiable map of all volatility surfaces.
Map<String,VolatilitySurface>	AnalyticModelFromCurvesAndVols.getVolatilitySurfaces()

Methods in net.finmath.marketdata.model with parameters of type VolatilitySurface

Modifier and Type	Method	Description
AnalyticModel	AnalyticModelFromCurvesAndVols.addVolatilitySurface(VolatilitySurface volatilitySurface)
AnalyticModel	AnalyticModel.addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)	Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModel	AnalyticModelFromCurvesAndVols.addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)

Method parameters in net.finmath.marketdata.model with type arguments of type VolatilitySurface

Modifier and Type	Method	Description
AnalyticModel	AnalyticModel.addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)	Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModel	AnalyticModelFromCurvesAndVols.addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)

Uses of VolatilitySurface in net.finmath.marketdata.model.volatilities

Classes in net.finmath.marketdata.model.volatilities that implement VolatilitySurface

Modifier and Type	Class	Description
class	AbstractVolatilitySurface	Abstract base class for a volatility surface.
class	AbstractVolatilitySurfaceParametric	Base class for parametric volatility surfaces, implementing a generic calibration algorithm.
class	CapletVolatilities	A very simple container for Caplet volatilities.
class	CapletVolatilitiesParametric	A parametric caplet volatility surface created form the four parameter model for the instantaneous forward rate lognormal volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).
class	CapletVolatilitiesParametricDisplacedFourParameterAnalytic	A parametric caplet volatility surface created form the four parameter model for the instantaneous displaced forward rate lognormal volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).
class	CapletVolatilitiesParametricFourParameterPicewiseConstant	A parametric caplet volatility surface created form the picewise constant (numerical integration) of the four parameter model for the instantaneous forward rate volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).

Uses of VolatilitySurface in net.finmath.marketdata.model.volatility.caplet

Classes in net.finmath.marketdata.model.volatility.caplet that implement VolatilitySurface

Modifier and Type	Class	Description
class	CapletVolatilitySurface	This class implements a caplet volatility surface.

Uses of VolatilitySurface in net.finmath.modelling.descriptor

Methods in net.finmath.modelling.descriptor that return types with arguments of type VolatilitySurface

Modifier and Type	Method	Description
Map<String,VolatilitySurface>	AnalyticModelDescriptor.getVolatilitySurfaceMap()