## Uses of Interfacenet.finmath.marketdata2.model.volatilities.VolatilitySurface

• Packages that use VolatilitySurface
Package Description
net.finmath.marketdata2.model
Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata2.model.volatilities
Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
• ### Uses of VolatilitySurface in net.finmath.marketdata2.model

Methods in net.finmath.marketdata2.model that return VolatilitySurface
Modifier and Type Method Description
VolatilitySurface AnalyticModel.getVolatilitySurface​(String name)
Returns a volatility surface for a given name.
VolatilitySurface AnalyticModelFromCurvesAndVols.getVolatilitySurface​(String name)
Methods in net.finmath.marketdata2.model that return types with arguments of type VolatilitySurface
Modifier and Type Method Description
Map<String,​VolatilitySurface> AnalyticModel.getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.
Map<String,​VolatilitySurface> AnalyticModelFromCurvesAndVols.getVolatilitySurfaces()
Methods in net.finmath.marketdata2.model with parameters of type VolatilitySurface
Modifier and Type Method Description
AnalyticModel AnalyticModelFromCurvesAndVols.addVolatilitySurface​(VolatilitySurface volatilitySurface)
AnalyticModel AnalyticModel.addVolatilitySurfaces​(VolatilitySurface... volatilitySurfaces)
AnalyticModel AnalyticModelFromCurvesAndVols.addVolatilitySurfaces​(VolatilitySurface... volatilitySurfaces)
Method parameters in net.finmath.marketdata2.model with type arguments of type VolatilitySurface
Modifier and Type Method Description
AnalyticModel AnalyticModel.addVolatilitySurfaces​(Set<VolatilitySurface> volatilitySurfaces)
Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModel AnalyticModelFromCurvesAndVols.addVolatilitySurfaces​(Set<VolatilitySurface> volatilitySurfaces)
• ### Uses of VolatilitySurface in net.finmath.marketdata2.model.volatilities

Classes in net.finmath.marketdata2.model.volatilities that implement VolatilitySurface
Modifier and Type Class Description
class  AbstractVolatilitySurface
Abstract base class for a volatility surface.