Added reference to
@@ -35,7 +35,8 @@ The finmath lib libraries provides (JVM) implementations of methodologies relate
- **American Monte-Carlo**: Estimation of conditional expectations in a Monte-Carlo framework
- **Stochastic Automatic Differentiation** (AAD) (part of the package `net.finmath.montecarlo.automaticdifferentiation`)
- **Monte-Carlo Simulation on GPGPUs** (via Cuda) (requires finmath-lib-cuda-extensions https://github.com/finmath/finmath-lib-cuda-extensions )
-- Calibration of market data objects like curves (discount and forward curve) or volatility surfaces
+- Dependency injection on numerical algorithms (Monte-Carlo simulations) with custom return type priorities (see http://ssrn.com/abstract=3246127 ).
+- **Calibration** of market data objects like curves (discount and forward curve) or volatility surfaces
- **Multi-curve interest rate curve calibration** (OIS discounting, basis-swaps, cross-currency-swaps).
- **Bond curve calibration** using local linear regression (see https://ssrn.com/abstract=3073942 ).
- Various interpolation methods (linear, cubic spline, harmonic spline, Akima).
