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finMath lib documentation

Package net.finmath.marketdata.model

Provides interface specification and implementation of a model, which is essentially a collection of curves.

See: Description

Package net.finmath.marketdata.model Description

Provides interface specification and implementation of a model, which is essentially a collection of curves. A model exposes the parameters of its elements (curves) as a single parameter an can be calibrated using a generic solver.
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Copyright © 2016 Christian P. Fries.

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