Uses of Class
net.finmath.marketdata.model.volatility.caplet.CapTenorStructure

Packages that use CapTenorStructure

Package	Description
net.finmath.marketdata.model.volatility.caplet	Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
net.finmath.marketdata.model.volatility.caplet.tenorconversion	Algorithms related to caplet tenor conversion.

Uses of CapTenorStructure in net.finmath.marketdata.model.volatility.caplet

Methods in net.finmath.marketdata.model.volatility.caplet that return CapTenorStructure

Modifier and Type	Method	Description
CapTenorStructure	CapVolMarketData.getCapTenorStructure()
static CapTenorStructure	CapTenorStructure.valueOf(String name)	Returns the enum constant of this type with the specified name.
static CapTenorStructure[]	CapTenorStructure.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.marketdata.model.volatility.caplet with parameters of type CapTenorStructure

Constructor	Description
CapVolMarketData(String index, String discountIndex, String indexBeforeChange, CapTenorStructure capTenorStructure, int[] expiryVectorInMonths, double[] strikeVector, double[][] capVolatilities, double shift, int underlyingTenorInMonths, int tenorChangeTimeInMonths, int underlyingTenorInMonthsBeforeChange)	The constructor of the cap volatility market data class.
CapVolMarketData(String index, String discountIndex, CapTenorStructure capTenorStructure, int[] expiryVectorInMonths, double[] strikeVector, double[][] capVolatilities, double shift, int underlyingTenorInMonths)	Overloaded constructor of the cap volatility market data class that assumes no tenor change.

Uses of CapTenorStructure in net.finmath.marketdata.model.volatility.caplet.tenorconversion

Constructors in net.finmath.marketdata.model.volatility.caplet.tenorconversion with parameters of type CapTenorStructure

Constructor	Description
TenorConverter(CorrelationProvider correlationProvider, int currentTenorInMonths, int newTenorInMonths, double[] capletFixingTimeVectorInYears, double[] strikeVector, double[][] capletVolatilities, CapTenorStructure capTenorStructure, AnalyticModel analyticModel2, String indexForDiscount, String indexOldTenor, String indexNewTenor)	The constructor of the tenor conversion class