Uses of Package
net.finmath.interpolation

Packages that use net.finmath.interpolation
Package
Description
net.finmath.fouriermethod.products.smile
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.interpolation
Basic methodologies to interpolate of curves and surfaces are provided here.
net.finmath.marketdata.model.volatilities
Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.