Uses of Package
net.finmath.marketdata.products

Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
Provides classes related to the modeling of Bond curves.
Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
Provides interface specification and implementation of products, e.g., calibration products.
Provides interface separating models and products.
Provides interface specification and implementation of product based on a single interest rate curve.