| 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 |
|---|---|
OptionSmileData |
OptionSurfaceData.getSmile(double maturity) |
| Modifier and Type | Method and Description |
|---|---|
HashMap<Double,OptionSmileData> |
OptionSurfaceData.getSurface() |
| Constructor and Description |
|---|
OptionSurfaceData(OptionSmileData[] smiles,
DiscountCurve discountCurve,
DiscountCurve equityForwardCurve)
Creates an equity option surface from an array of smiles.
|
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