| 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 |
|---|---|
SwaptionDataLattice |
SwaptionDataLattice.append(SwaptionDataLattice other,
AnalyticModel model)
Append the data of another lattice to this lattice.
|
SwaptionDataLattice |
SwaptionDataLattice.convertLattice(SwaptionDataLattice.QuotingConvention targetConvention,
AnalyticModel model)
Convert this lattice to store data in the given convention.
|
SwaptionDataLattice |
SwaptionDataLattice.convertLattice(SwaptionDataLattice.QuotingConvention targetConvention,
double displacement,
AnalyticModel model)
Convert this lattice to store data in the given convention.
|
| Modifier and Type | Method and Description |
|---|---|
SwaptionDataLattice |
SwaptionDataLattice.append(SwaptionDataLattice other,
AnalyticModel model)
Append the data of another lattice to this lattice.
|
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