Class SmileAndBucketedSensitivities

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

    public final class SmileAndBucketedSensitivities
    extends Object
    implements org.joda.beans.ImmutableBean, Serializable
    Combines information about a volatility smile expressed in delta form and its sensitivities.

    This contains a volatility smile expressed in delta form and the bucketed sensitivities of the smile to the data points that were used to construct it.

    See Also:
    Serialized Form