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finMath lib documentation

Package net.finmath.marketdata

Algorithms and methodologies related to market data, e.g., calibration of interest rate curves, interpolation of volatility surfaces.

See: Description

Package net.finmath.marketdata Description

Algorithms and methodologies related to market data, e.g., calibration of interest rate curves, interpolation of volatility surfaces.
Author:
Christian Fries
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.