Added unit test to compare finite difference of integrated variance and analytic instantaneous volatility.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1271 48fcbb9e-5639-0410-8b25-842128a4905d
Code clean up.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1272 48fcbb9e-5639-0410-8b25-842128a4905d
Added LIBOR volatility model with analytic integration of given four parameter instantaneous volatility.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1273 48fcbb9e-5639-0410-8b25-842128a4905d
Added parameter transformation to constrain solver. Added calibration of Caplet vols with generic solver.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1274 48fcbb9e-5639-0410-8b25-842128a4905d
Improved JavaDoc and exception handling.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1275 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup. Organized imports.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1276 48fcbb9e-5639-0410-8b25-842128a4905d
Added a cache for the atm forward rate.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1277 48fcbb9e-5639-0410-8b25-842128a4905d
Added more unit tests for parametric volatility model.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1278 48fcbb9e-5639-0410-8b25-842128a4905d
Code clean up. Changed CurveInterface or ParameterObjectInterface when performing calibration.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1279 48fcbb9e-5639-0410-8b25-842128a4905d
Added package description.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1280 48fcbb9e-5639-0410-8b25-842128a4905d
Fixed HTML entity.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1281 48fcbb9e-5639-0410-8b25-842128a4905d
Fixed JavaDoc.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1282 48fcbb9e-5639-0410-8b25-842128a4905d
Fixed typo.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1283 48fcbb9e-5639-0410-8b25-842128a4905d
Added simple cashflow valued by analytic model (curve).

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1284 48fcbb9e-5639-0410-8b25-842128a4905d
Improved JavaDoc.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1285 48fcbb9e-5639-0410-8b25-842128a4905d
Improved JavaDoc.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1286 48fcbb9e-5639-0410-8b25-842128a4905d
Allowed in arrears feature (but convexity correction is currently ignored).

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1287 48fcbb9e-5639-0410-8b25-842128a4905d
Changed getters for periods from ArrayList to List.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1288 48fcbb9e-5639-0410-8b25-842128a4905d
Added getters from members.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1289 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@1290 48fcbb9e-5639-0410-8b25-842128a4905d