Uses of Enum
net.finmath.marketdata.model.volatilities.DupireLocalVolatility.LocalVolatilityFormula

Packages that use DupireLocalVolatility.LocalVolatilityFormula

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 DupireLocalVolatility.LocalVolatilityFormula in net.finmath.marketdata.model.volatilities

Subclasses with type arguments of type DupireLocalVolatility.LocalVolatilityFormula in net.finmath.marketdata.model.volatilities

Modifier and Type	Class	Description
static enum	DupireLocalVolatility.LocalVolatilityFormula	Formula used to compute the local volatility.

Methods in net.finmath.marketdata.model.volatilities that return DupireLocalVolatility.LocalVolatilityFormula

Modifier and Type	Method	Description
DupireLocalVolatility.LocalVolatilityFormula	DupireLocalVolatility.getEffectiveFormula()	Returns the effective formula.
DupireLocalVolatility.LocalVolatilityFormula	DupireLocalVolatility.getRequestedFormula()	Returns the requested formula.
static DupireLocalVolatility.LocalVolatilityFormula	DupireLocalVolatility.LocalVolatilityFormula.valueOf(String name)	Returns the enum constant of this type with the specified name.
static DupireLocalVolatility.LocalVolatilityFormula[]	DupireLocalVolatility.LocalVolatilityFormula.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.marketdata.model.volatilities with parameters of type DupireLocalVolatility.LocalVolatilityFormula

Modifier	Constructor	Description
	DupireLocalVolatility(OptionSurfaceDataInterpolated quoteSurface, DupireLocalVolatility.LocalVolatilityFormula formula)	Creates a Dupire local volatility provider using the selected formula.
	DupireLocalVolatility(OptionSurfaceDataInterpolated quoteSurface, DupireLocalVolatility.LocalVolatilityFormula formula, double timeEpsilon, double strikeEpsilonFactor, double varianceFloor, DupireLocalVolatility.NegativeLocalVarianceHandling negativeLocalVarianceHandling)	Creates a Dupire local volatility provider.