Uses of Class
net.finmath.marketdata.model.volatilities.OptionSmileData
Package
Description
Provides interface specification and implementation of volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
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Uses of OptionSmileData in net.finmath.marketdata.model.volatilities
ModifierConstructorDescriptionOptionSurfaceData
(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve) Creates an equity option surface from an array of smiles.