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

Packages that use PiecewiseConstantVolatility

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 PiecewiseConstantVolatility in net.finmath.marketdata.model.volatilities

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

Modifier and Type	Method	Description
PiecewiseConstantVolatility	PiecewiseConstantVolatility.getCloneForModifiedTimeDiscretization(TimeDiscretization newTimeDiscretization)	Creates a clone with a modified time discretization and the same volatility values.
PiecewiseConstantVolatility	PiecewiseConstantVolatility.getCloneForModifiedVolatilities(double[] newVolatilities)	Creates a clone with modified volatility values and the same time discretization.