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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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/**
* 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;