Uses of Class
net.finmath.marketdata.model.volatilities.AbstractVolatilitySurface

Packages that use AbstractVolatilitySurface

Package	Description
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.

Uses of AbstractVolatilitySurface in net.finmath.marketdata.model.volatilities

Subclasses of AbstractVolatilitySurface in net.finmath.marketdata.model.volatilities

Modifier and Type	Class	Description
class	AbstractVolatilitySurfaceParametric	Base class for parametric volatility surfaces, implementing a generic calibration algorithm.
class	CapletVolatilities	A very simple container for Caplet volatilities.
class	CapletVolatilitiesParametric	A parametric caplet volatility surface created form the four parameter model for the instantaneous forward rate lognormal volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).
class	CapletVolatilitiesParametricDisplacedFourParameterAnalytic	A parametric caplet volatility surface created form the four parameter model for the instantaneous displaced forward rate lognormal volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).
class	CapletVolatilitiesParametricFourParameterPicewiseConstant	A parametric caplet volatility surface created form the picewise constant (numerical integration) of the four parameter model for the instantaneous forward rate volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).

Methods in net.finmath.marketdata.model.volatilities that return AbstractVolatilitySurface

Modifier and Type	Method	Description
static AbstractVolatilitySurface	CapletVolatilities.fromFile(File inputFile)