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

Packages that use OptionSurfaceData

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
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 OptionSurfaceData in net.finmath.fouriermethod.calibration

Constructors in net.finmath.fouriermethod.calibration with parameters of type OptionSurfaceData

Modifier	Constructor	Description
	CalibratedModel(OptionSurfaceData surface, CalibratableProcess model, OptimizerFactory optimizerFactory, EuropeanOptionSmile pricer, double[] initialParameters, double[] parameterStep)	Create the calibration from data.

Uses of OptionSurfaceData in net.finmath.marketdata.model.volatilities

Subclasses of OptionSurfaceData in net.finmath.marketdata.model.volatilities

Modifier and Type	Class	Description
class	OptionSurfaceDataInterpolated	An interpolated equity option surface based on irregular option quotes.