Uses of Class
net.finmath.marketdata.model.volatility.caplet.CapVolMarketData
Packages that use CapVolMarketData
Package
Description
Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
Algorithms related to caplet tenor conversion.
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Uses of CapVolMarketData in net.finmath.marketdata.model.volatility.caplet
Constructors in net.finmath.marketdata.model.volatility.caplet with parameters of type CapVolMarketDataModifierConstructorDescriptionCapletVolBootstrapping(CapVolMarketData capVolMarketData, AnalyticModel parsedModel)
Overloaded constructor of the caplet bootstrapping class if a correlation provider isn't necessary.CapletVolBootstrapping(CorrelationProvider correlationProvider, CapVolMarketData capVolMarketData, AnalyticModel parsedModel)
The constructor of the caplet bootstrapping class. -
Uses of CapVolMarketData in net.finmath.marketdata.model.volatility.caplet.tenorconversion
Constructors in net.finmath.marketdata.model.volatility.caplet.tenorconversion with parameters of type CapVolMarketDataModifierConstructorDescriptionCorrelationProviderTenorBasis(CapVolMarketData iCap3MCapVolMarketData, CapVolMarketData iCap6MCapVolMarketData)