net.finmath.singleswaprate.model.volatilities.package-info Maven / Gradle / Ivy
/**
* 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. Generally these cubes store normal implied volatilities of physically settled swaptions.
*
* @author Christian Fries
* @author Roland Bachl
*/
package net.finmath.singleswaprate.model.volatilities;