Small layout changes.
@@ -44,9 +44,9 @@ The finmath lib libraries provides (JVM) implementations of methodologies relate
- Various interpolation entities (value, log-value, rate, etc.).
- Parametric curves like Nelson-Siegel and Nelson-Siegel-Svensson.
- Volatility Curves and Cubes:
- - SABR smile parameterization.
+ - **SABR smile** parameterization.
- Swaption volatility cubes with SABR parameterization.
- - CMS replication with various annuity mappings.
+ - **CMS replication** with various annuity mappings.
- Simulation of interest rate term structure models (LIBOR market model with local and stochastic volatility)
- Calibration of the **LIBOR market model**
- Valuation of complex derivatives
