| Package | Description |
|---|---|
| net.finmath.marketdata2.calibration |
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
|
| net.finmath.marketdata2.model |
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
|
| net.finmath.marketdata2.model.curves |
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
|
| Class and Description |
|---|
| CalibratedCurves
Generate a collection of calibrated curves (discount curves, forward curves)
from a vector of calibration products.
|
| CalibratedCurves.CalibrationSpec
Specification of calibration product.
|
| ParameterObject
An objects having a dependence on a parameter (double[]).
|
| ParameterTransformation
Interface for parameter transformation.
|
| Class and Description |
|---|
| ParameterObject
An objects having a dependence on a parameter (double[]).
|
| Class and Description |
|---|
| ParameterObject
An objects having a dependence on a parameter (double[]).
|
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