Uses of Package
net.finmath.interpolation
Packages that use net.finmath.interpolation
Package
Description
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
Basic methodologies to interpolate of curves and surfaces are provided here.
-
Classes in net.finmath.interpolation used by net.finmath.fouriermethod.products.smile
-
Classes in net.finmath.interpolation used by net.finmath.interpolation