Uses of Interface
net.finmath.marketdata.model.volatilities.AbstractSwaptionMarketData

Packages that use AbstractSwaptionMarketData

Package	Description
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of AbstractSwaptionMarketData in net.finmath.marketdata.model.volatilities

Classes in net.finmath.marketdata.model.volatilities that implement AbstractSwaptionMarketData

Modifier and Type	Class and Description
class	SwaptionMarketData Simple swaption market data class.

Uses of AbstractSwaptionMarketData in net.finmath.montecarlo.interestrate.models

Methods in net.finmath.montecarlo.interestrate.models that return AbstractSwaptionMarketData

Modifier and Type	Method and Description
AbstractSwaptionMarketData	LIBORMarketModelFromCovarianceModel.getSwaptionMarketData() Return the swaption market data used for calibration (if any, may be null).
AbstractSwaptionMarketData	LIBORMarketModelStandard.getSwaptionMarketData() Return the swaption market data used for calibration (if any, may be null).

Constructors in net.finmath.montecarlo.interestrate.models with parameters of type AbstractSwaptionMarketData

Constructor and Description
LIBORMarketModelFromCovarianceModel(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, LIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelFromCovarianceModel(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, LIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData, Map<String,?> properties) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelFromCovarianceModel(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, LIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model using a given covariance model and calibrating this model to given swaption volatility data.
LIBORMarketModelStandard(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, LIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelStandard(TimeDiscretization liborPeriodDiscretization, ForwardCurve forwardRateCurve, LIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model using a given covariance model and calibrating this model to given swaption volatility data.