Uses of Class
net.finmath.marketdata.model.AnalyticModelFromCurvesAndVols
Packages that use AnalyticModelFromCurvesAndVols
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
Provides classes to build models from descriptors.
Classes extending the regular analytic model, see
net.finmath.marketdata.model
, with the capacity to hold volatility cubes,
see VolatilityCube
.-
Uses of AnalyticModelFromCurvesAndVols in net.finmath.marketdata.calibration
Constructors in net.finmath.marketdata.calibration with parameters of type AnalyticModelFromCurvesAndVolsModifierConstructorDescriptionCalibratedCurves
(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel) Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.CalibratedCurves
(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel, double calibrationAccuracy) Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.CalibratedCurves
(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel, double evaluationTime, double calibrationAccuracy) Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model. -
Uses of AnalyticModelFromCurvesAndVols in net.finmath.marketdata.model
Methods in net.finmath.marketdata.model that return AnalyticModelFromCurvesAndVols -
Uses of AnalyticModelFromCurvesAndVols in net.finmath.modelling.modelfactory
Subclasses of AnalyticModelFromCurvesAndVols in net.finmath.modelling.modelfactoryModifier and TypeClassDescriptionstatic class
Class extendingAnalyticModelFromCurvesAndVols
with the functionality of a described model. -
Uses of AnalyticModelFromCurvesAndVols in net.finmath.singleswaprate.model
Subclasses of AnalyticModelFromCurvesAndVols in net.finmath.singleswaprate.modelModifier and TypeClassDescriptionclass
Implementation ofVolatilityCubeModel
based onAnalyticModelFromCurvesAndVols
.