Uses of Package
net.finmath.singleswaprate.calibration
Packages that use net.finmath.singleswaprate.calibration
Package
Description
Classes providing calibration to market data of volatility cubes.
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Classes in net.finmath.singleswaprate.calibration used by net.finmath.singleswaprate.calibrationClassDescriptionAbstract class providing a default method of calibrating a parametric cube to market data, which can be implemented quickly for any cube by implementing the methods:
buildCube
initializeParameters
applyParameterBounds