Class AbstractCubeCalibration.SwaptionInfo

java.lang.Object
net.finmath.singleswaprate.calibration.AbstractCubeCalibration.SwaptionInfo
Enclosing class:
AbstractCubeCalibration

protected class AbstractCubeCalibration.SwaptionInfo extends Object
Compact identifier for the swaptions to be created during the optimization.
Author:
Christian Fries, Roland Bachl