Package net.finmath.marketdata2.model

package net.finmath.marketdata2.model
Provides interface specification and implementation of a model, which is essentially a collection of curves. A model exposes the parameters of its elements (curves) as a single parameter an can be calibrated using a generic solver.
Christian Fries
  • Class
    A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.
    Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves").