Uses of Package
net.finmath.marketdata2.model
Packages that use net.finmath.marketdata2.model
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.
Provides interface specification and implementation of products, e.g., calibration products.
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Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.calibrationClassDescriptionA 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").
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Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.modelClassDescriptionA 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").
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Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.model.curvesClassDescriptionA collection of objects representing analytic valuations, i.e., curves and volatility surfaces.
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Classes in net.finmath.marketdata2.model used by net.finmath.marketdata2.productsClassDescriptionA collection of objects representing analytic valuations, i.e., curves and volatility surfaces.