Module net.finmath.lib

Package net.finmath.singleswaprate.data

package net.finmath.singleswaprate.data

Provides classes to store and interact with market data.

Author:

Christian Fries, Roland Bachl

Interface Summary

Interface	Description
DataTable	An interface for storing double values in a tenor grid.

Class Summary

Class	Description
DataTableBasic	A basic implementation of DataTable, which provides no means of inter- or extrapolation.
DataTableExtrapolated	Extends DataTableBasic with the capacity to inter- and extrapolate values off the tenor grid.
DataTableInterpolated	Extends DataTableBasic with the capacity to interpolate values between tenor grid nodes.
DataTableLight	A basic implementation of DataTable, which only allows access to data via int and provides no means of inter- or extrapolation.
DataTableLinear	Extends DataTableBasic with the capacity to interpolate values between tenor grid nodes, using BiLinearInterpolation Note that the interpolation is done to the accuracy of the table convention.
ErrorEstimation	Provides several error estimates between values taken from market data and values taken from a model.

Enum Summary

Enum	Description
DataTable.TableConvention	Possible conventions for the table.