| 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.products |
Provides interface specification and implementation of products, e.g., calibration products.
|
| Class and Description |
|---|
| AnalyticProduct
The interface which has to be implemented by a product which may
be evaluated using an
AnalyticModelFromCuvesAndVols. |
| Class and Description |
|---|
| AbstractAnalyticProduct |
| AnalyticProduct
The interface which has to be implemented by a product which may
be evaluated using an
AnalyticModelFromCuvesAndVols. |
| Portfolio
Implements the valuation of a portfolio of products implementing
AnalyticProductInterface. |
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