Uses of Interface
net.finmath.marketdata2.model.volatilities.VolatilitySurface

Packages that use VolatilitySurface

Package	Description
net.finmath.marketdata2.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata2.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.

Uses of VolatilitySurface in net.finmath.marketdata2.model

Methods in net.finmath.marketdata2.model that return VolatilitySurface

Modifier and Type	Method and Description
VolatilitySurface	AnalyticModel.getVolatilitySurface(String name) Returns a volatility surface for a given name.
VolatilitySurface	AnalyticModelFromCurvesAndVols.getVolatilitySurface(String name)

Methods in net.finmath.marketdata2.model that return types with arguments of type VolatilitySurface

Modifier and Type	Method and Description
Map<String,VolatilitySurface>	AnalyticModel.getVolatilitySurfaces() Returns an unmodifiable map of all volatility surfaces.
Map<String,VolatilitySurface>	AnalyticModelFromCurvesAndVols.getVolatilitySurfaces()

Methods in net.finmath.marketdata2.model with parameters of type VolatilitySurface

Modifier and Type	Method and Description
AnalyticModel	AnalyticModelFromCurvesAndVols.addVolatilitySurface(VolatilitySurface volatilitySurface)
AnalyticModel	AnalyticModel.addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)
AnalyticModel	AnalyticModelFromCurvesAndVols.addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)

Method parameters in net.finmath.marketdata2.model with type arguments of type VolatilitySurface

Modifier and Type	Method and Description
AnalyticModel	AnalyticModel.addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces) Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModel	AnalyticModelFromCurvesAndVols.addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)

Uses of VolatilitySurface in net.finmath.marketdata2.model.volatilities

Classes in net.finmath.marketdata2.model.volatilities that implement VolatilitySurface

Modifier and Type	Class and Description
class	AbstractVolatilitySurface Abstract base class for a volatility surface.