Uses of Interface
net.finmath.marketdata.model.volatility.caplet.tenorconversion.CorrelationProvider

Packages that use CorrelationProvider

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 CorrelationProvider in net.finmath.marketdata.model.volatility.caplet

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

Modifier	Constructor	Description
	CapletVolBootstrapping(CorrelationProvider correlationProvider, CapVolMarketData capVolMarketData, AnalyticModel parsedModel)	The constructor of the caplet bootstrapping class.

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

Classes in net.finmath.marketdata.model.volatility.caplet.tenorconversion that implement CorrelationProvider

Modifier and Type	Class	Description
class	CorrelationProviderTenorBasis	This class implements a correlation provider based on iCap market data.

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

Modifier	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