Uses of Package
net.finmath.singleswaprate.data

Packages that use net.finmath.singleswaprate.data

Package	Description
net.finmath.singleswaprate	Contains all classes related to interest rate derivatives, which are evaluated by a change of measure to the annuity measure of a single swap rate.
net.finmath.singleswaprate.calibration	Classes providing calibration to market data of volatility cubes.
net.finmath.singleswaprate.data	Provides classes to store and interact with market data.
net.finmath.singleswaprate.model.volatilities	Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.

Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate

Class	Description
DataTable	An interface for storing double values in a tenor grid.

Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate.calibration

Class	Description
DataTable	An interface for storing double values in a tenor grid.

Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate.data

Class	Description
DataTable	An interface for storing double values in a tenor grid.
DataTable.TableConvention	Possible conventions for the table.
DataTableBasic	A basic implementation of DataTable, which provides no means of inter- or extrapolation.
DataTableBasic.DoubleKey	Nested class to use as key in values map.
DataTableExtrapolated	Extends DataTableBasic with the capacity to inter- and extrapolate values off the tenor grid.
DataTableInterpolated	Extends DataTableBasic with the capacity to interpolate values between tenor grid nodes.
DataTableLight	A basic implementation of DataTable, which only allows access to data via int and provides no means of inter- or extrapolation.
DataTableLinear	Extends DataTableBasic with the capacity to interpolate values between tenor grid nodes, using BiLinearInterpolation Note that the interpolation is done to the accuracy of the table convention.

Classes in net.finmath.singleswaprate.data used by net.finmath.singleswaprate.model.volatilities

Class	Description
DataTable	An interface for storing double values in a tenor grid.