Module net.finmath.lib

Package net.finmath.singleswaprate.calibration

Class SABRCubeCalibration.SwaptionInfo

java.lang.Object

net.finmath.singleswaprate.calibration.SABRCubeCalibration.SwaptionInfo

Enclosing class:

SABRCubeCalibration

protected class SABRCubeCalibration.SwaptionInfo
extends Object

Compact identifier for the swaptions to be created during the optimization.

Author:

Christian Fries, Roland Bachl

Method Summary

Modifier and Type	Method	Description
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Details

toString

public String toString()

Overrides:

toString in class Object