Uses of Interface
net.finmath.marketdata.model.volatility.caplet.smile.SmileInterpolationExtrapolationMethod

Packages that use SmileInterpolationExtrapolationMethod

Package	Description
net.finmath.marketdata.model.volatility.caplet.smile	Algorithms related to caplet smile interpolation.

Uses of SmileInterpolationExtrapolationMethod in net.finmath.marketdata.model.volatility.caplet.smile

Classes in net.finmath.marketdata.model.volatility.caplet.smile that implement SmileInterpolationExtrapolationMethod

Modifier and Type	Class	Description
class	LinearSmileInterpolater	This class implements the smile linearly and extrapolates piecewise constant.