Uses of Interface
net.finmath.marketdata.model.volatilities.LocalVolatility

Packages that use LocalVolatility

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 LocalVolatility in net.finmath.marketdata.model.volatilities

Classes in net.finmath.marketdata.model.volatilities that implement LocalVolatility

Modifier and Type	Class	Description
class	ConstantLocalVolatility	Constant local volatility, representing the classical Black-Scholes case.
class	DupireLocalVolatility	Local volatility provider based on an interpolated option surface.
class	PiecewiseConstantVolatility	Piecewise constant local volatility function.