Uses of Package
net.finmath.marketdata2.calibration
Packages that use net.finmath.marketdata2.calibration
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
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Classes in net.finmath.marketdata2.calibration used by net.finmath.marketdata2.calibrationClassDescriptionGenerate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.Specification of calibration product.An objects having a dependence on a parameter (double[]).Interface for parameter transformation.
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Classes in net.finmath.marketdata2.calibration used by net.finmath.marketdata2.model
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Classes in net.finmath.marketdata2.calibration used by net.finmath.marketdata2.model.curves