Uses of Interface
net.finmath.marketdata2.model.volatilities.VolatilitySurface
Package
Description
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
Provides interface specification and implementation of volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
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Uses of VolatilitySurface in net.finmath.marketdata2.model
Modifier and TypeMethodDescriptionAnalyticModel.getVolatilitySurface
(String name) Returns a volatility surface for a given name.AnalyticModelFromCurvesAndVols.getVolatilitySurface
(String name) Modifier and TypeMethodDescriptionAnalyticModel.getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.AnalyticModelFromCurvesAndVols.getVolatilitySurfaces()
Modifier and TypeMethodDescriptionAnalyticModelFromCurvesAndVols.addVolatilitySurface
(VolatilitySurface volatilitySurface) AnalyticModel.addVolatilitySurfaces
(VolatilitySurface... volatilitySurfaces) AnalyticModelFromCurvesAndVols.addVolatilitySurfaces
(VolatilitySurface... volatilitySurfaces) Modifier and TypeMethodDescriptionAnalyticModel.addVolatilitySurfaces
(Set<VolatilitySurface> volatilitySurfaces) Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.AnalyticModelFromCurvesAndVols.addVolatilitySurfaces
(Set<VolatilitySurface> volatilitySurfaces) -
Uses of VolatilitySurface in net.finmath.marketdata2.model.volatilities
Modifier and TypeClassDescriptionclass
Abstract base class for a volatility surface.