| Package | Description |
|---|---|
| net.finmath.smartcontract.simulation.curvecalibration |
Providing curve calibrations.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CalibrationContextImpl
A calibration context in terms of a reference date and calibration info.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<CalibrationResult> |
Calibrator.calibrateModel(Stream<CalibrationSpecProvider> providers,
CalibrationContext ctx) |
CalibratedCurves.CalibrationSpec |
CalibrationSpecProviderOis.getCalibrationSpec(CalibrationContext ctx) |
CalibratedCurves.CalibrationSpec |
CalibrationSpecProviderSwap.getCalibrationSpec(CalibrationContext ctx) |
CalibratedCurves.CalibrationSpec |
CalibrationSpecProvider.getCalibrationSpec(CalibrationContext ctx) |
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