Uses of Package
net.finmath.marketdata.calibration
Packages that use net.finmath.marketdata.calibration
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
Provides classes related to the modeling of Bond curves.
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
Provides interface specification and implementation of volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
Additional curves for use in an analytic model,
AnalyticModel.-
Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.calibrationClassDescriptionGenerate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.Specification of calibration product.An objects having a dependence on a parameter (double[]).Interface for parameter transformation.
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Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model
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Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.bond
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Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.curves
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Classes in net.finmath.marketdata.calibration used by net.finmath.marketdata.model.volatilitiesClassDescriptionAn objects having a dependence on a parameter (double[]).Interface for parameter transformation.
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Classes in net.finmath.marketdata.calibration used by net.finmath.singleswaprate.model.curves