Uses of Class
net.finmath.marketdata.model.volatilities.OptionSmileData
Packages that use OptionSmileData
Package
Description
Provides interface specification and implementation of volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
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Uses of OptionSmileData in net.finmath.marketdata.model.volatilities
Methods in net.finmath.marketdata.model.volatilities that return OptionSmileDataMethods in net.finmath.marketdata.model.volatilities that return types with arguments of type OptionSmileDataConstructors in net.finmath.marketdata.model.volatilities with parameters of type OptionSmileDataModifierConstructorDescriptionOptionSurfaceData(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve)
Creates an equity option surface from an array of smiles.