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

Packages that use OptionSmileData

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 OptionSmileData in net.finmath.marketdata.model.volatilities

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

Modifier and Type	Method	Description
OptionSmileData	OptionSurfaceData.getSmile(double maturity)
OptionSmileData[]	OptionSurfaceDataInterpolated.getSmiles()	Returns the sorted smiles used by this surface.

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

Modifier and Type	Method	Description
HashMap<Double, OptionSmileData>	OptionSurfaceData.getSurface()

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

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

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

Modifier	Constructor	Description
	OptionSurfaceData(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)	Creates an equity option surface from an array of smiles.
	OptionSurfaceDataInterpolated(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)	Creates an interpolated surface from option smiles.
	OptionSurfaceDataInterpolated(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from option smiles.