Module net.finmath.lib
Package net.finmath.singleswaprate.model
package net.finmath.singleswaprate.model
Classes extending the regular analytic model, see
net.finmath.marketdata.model
, with the capacity to hold volatility cubes,
see VolatilityCube
.- Author:
- Christian Fries, Roland Bachl
-
ClassDescriptionImplementation of
VolatilityCubeModel
based onAnalyticModelFromCurvesAndVols
.A collection of objects representing analytic valuations.