Module net.finmath.lib
Package net.finmath.singleswaprate.data
Provides classes to store and interact with market data.
- Author:
- Christian Fries, Roland Bachl
-
Interface Summary Interface Description DataTable An interface for storing double values in a tenor grid. -
Class Summary Class Description DataTableBasic A basic implementation ofDataTable
, which provides no means of inter- or extrapolation.DataTableExtrapolated ExtendsDataTableBasic
with the capacity to inter- and extrapolate values off the tenor grid.DataTableInterpolated ExtendsDataTableBasic
with the capacity to interpolate values between tenor grid nodes.DataTableLight A basic implementation of DataTable, which only allows access to data via int and provides no means of inter- or extrapolation.DataTableLinear ExtendsDataTableBasic
with the capacity to interpolate values between tenor grid nodes, usingBiLinearInterpolation
Note that the interpolation is done to the accuracy of the table convention.ErrorEstimation Provides several error estimates between values taken from market data and values taken from a model. -
Enum Summary Enum Description DataTable.TableConvention Possible conventions for the table.