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

Packages that use OptionData

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 OptionData in net.finmath.marketdata.model.volatilities

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

Modifier and Type	Method	Description
OptionData	OptionSmileData.getOption(double strike)

Methods in net.finmath.marketdata.model.volatilities that return types with arguments of type OptionData

Modifier and Type	Method	Description
HashMap<Double, OptionData>	OptionSmileData.getSmile()

Methods in net.finmath.marketdata.model.volatilities with parameters of type OptionData

Modifier and Type	Method	Description
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.of(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)	Creates an interpolated surface from sorted individual option quotes.
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.of(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from sorted individual option quotes.
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.ofUnsorted(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)	Creates an interpolated surface from unsorted individual option quotes.
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.ofUnsorted(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from unsorted individual option quotes.

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

Modifier	Constructor	Description
	OptionSurfaceDataInterpolated(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)	Creates an interpolated surface from individual option quotes.
	OptionSurfaceDataInterpolated(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from individual option quotes.