Class IborCapletFloorletVolatilityCalibrationResult

  • All Implemented Interfaces:
    Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class IborCapletFloorletVolatilityCalibrationResult
    extends Object
    implements org.joda.beans.ImmutableBean, Serializable
    Calibration result for Ibor caplet/floorlet volatilities.

    This stores caplet volatilities IborCapletFloorletVolatilities and chi square value chiSquare.

    See Also:
    Serialized Form