Uses of Interface
net.finmath.singleswaprate.model.volatilities.VolatilityCube

Packages that use VolatilityCube
Package
Description
Classes providing calibration to market data of volatility cubes.
Classes extending the regular analytic model, see net.finmath.marketdata.model, with the capacity to hold volatility cubes, see VolatilityCube.
Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.