| 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.
|
| Modifier and Type | Method and Description |
|---|---|
OptionData |
OptionSmileData.getOption(double strike) |
| Modifier and Type | Method and Description |
|---|---|
HashMap<Double,OptionData> |
OptionSmileData.getSmile() |
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