net.finmath.smartcontract.simulation.curvecalibration

Interface CalibrationSpecProvider

All Known Implementing Classes:

CalibrationSpecProviderOis, CalibrationSpecProviderSwap

public interface CalibrationSpecProvider

Provides a way to get a CalibrationSpec for finmath calibration.

See Also:

CalibratedCurves.CalibrationSpec

Method Summary

Modifier and Type	Method and Description
CalibratedCurves.CalibrationSpec	getCalibrationSpec(CalibrationContext ctx)

Method Detail

getCalibrationSpec

CalibratedCurves.CalibrationSpec getCalibrationSpec(CalibrationContext ctx)