Uses of Package
net.finmath.singleswaprate.data
Packages that use net.finmath.singleswaprate.data
Package
Description
Contains all classes related to interest rate derivatives, which are evaluated by a change of measure to the annuity measure of a single swap rate.
Classes providing calibration to market data of volatility cubes.
Provides classes to store and interact with market data.
Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction
from parameters.
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Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate
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Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate.calibration
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Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate.dataClassDescriptionAn interface for storing double values in a tenor grid.Possible conventions for the table.A basic implementation of
DataTable, which provides no means of inter- or extrapolation.Nested class to use as key in values map.ExtendsDataTableBasicwith the capacity to inter- and extrapolate values off the tenor grid.ExtendsDataTableBasicwith the capacity to interpolate values between tenor grid nodes.A basic implementation of DataTable, which only allows access to data via int and provides no means of inter- or extrapolation.ExtendsDataTableBasicwith the capacity to interpolate values between tenor grid nodes, usingBiLinearInterpolationNote that the interpolation is done to the accuracy of the table convention. -
Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate.model.volatilities