Package net.finmath.marketdata.model

Provides interface specification and implementation of a model, which is essentially a collection of curves.

See: Description

Interface Summary

Interface	Description
AnalyticModel	A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.

Class Summary

Class	Description
AnalyticModelFromCurvesAndVols	Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves").

Package net.finmath.marketdata.model Description

Provides interface specification and implementation of a model, which is essentially a collection of curves. A model exposes the parameters of its elements (curves) as a single parameter an can be calibrated using a generic solver.

Author:

Christian Fries