Module net.finmath.lib

Package net.finmath.marketdata.model.volatility.caplet.smile

package net.finmath.marketdata.model.volatility.caplet.smile

Algorithms related to caplet smile interpolation.

Interface Summary

Interface	Description
SmileInterpolationExtrapolationMethod	Interface for a Smile inter and extrapolation.

Class Summary

Class	Description
LinearSmileInterpolater	This class implements the smile linearly and extrapolates piecewise constant.