Module net.finmath.lib
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.
- Author:
- Christian Fries
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Interface SummaryInterfaceDescriptionA collection of objects representing analytic valuations, i.e., curves and volatility surfaces.
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Class SummaryClassDescriptionImplements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves").