Uses of Package
net.finmath.marketdata.model.volatilities

Packages that use net.finmath.marketdata.model.volatilities

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
net.finmath.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
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.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.fouriermethod.calibration

Class and Description
OptionSurfaceData An option quote surface with the ability to query option quotes for different strikes and maturities.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.marketdata.model

Class and Description
VolatilitySurface Interface for classes representing a volatility surface, i.e.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.marketdata.model.volatilities

Class and Description
AbstractSwaptionMarketData Basic interface to be implemented by classes providing swaption market data.
AbstractVolatilitySurface Abstract base class for a volatility surface.
AbstractVolatilitySurfaceParametric Base class for parametric volatility surfaces, implementing a generic calibration algorithm.
OptionData An Equity option quote is a function of strike and maturity.
OptionSmileData A collection of option prices or implied volatilities for a given maturity.
SwaptionDataLattice Saves market data of swaption on a lattice of option maturity x swap tenor x option moneyness.
SwaptionDataLattice.QuotingConvention Quoting convention for swaption data in a lattice.
VolatilitySurface Interface for classes representing a volatility surface, i.e.
VolatilitySurface.QuotingConvention Quoting conventions.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.marketdata.products

Class and Description
VolatilitySurface.QuotingConvention Quoting conventions.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.modelling.descriptor

Class and Description
VolatilitySurface Interface for classes representing a volatility surface, i.e.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.modelling.modelfactory

Class and Description
VolatilitySurface Interface for classes representing a volatility surface, i.e.

Classes in net.finmath.marketdata.model.volatilities used by net.finmath.montecarlo.interestrate.models

Class and Description
AbstractSwaptionMarketData Basic interface to be implemented by classes providing swaption market data.