net.finmath.smartcontract.simulation.curvecalibration

Interface CalibrationContext

All Known Implementing Classes:

CalibrationContextImpl

public interface CalibrationContext

Interface for classes providing a calibration context in terms of a reference date and calibration info.

Author:

Luca Del Re, Peter Kohl-Landgraf, Christian Fries

Method Summary

Modifier and Type	Method and Description
double	getAccuracy()
LocalDate	getReferenceDate()

Method Detail

getReferenceDate

LocalDate getReferenceDate()

getAccuracy

double getAccuracy()