| Package | Description |
|---|---|
| net.finmath.smartcontract.simulation.curvecalibration |
Providing curve calibrations.
|
| net.finmath.smartcontract.simulation.scenariogeneration |
Classes providing interest rate curve scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
Stream<CalibrationSpecProvider> |
CalibrationParserDataPoints.parse(Stream<CalibrationDatapoint> datapoints) |
Stream<CalibrationSpecProvider> |
CalibrationParser.parse(Stream<CalibrationDatapoint> datapoints) |
| Modifier and Type | Field and Description |
|---|---|
Set<CalibrationDatapoint> |
IRCurveData.curveDataPointSet |
| Modifier and Type | Method and Description |
|---|---|
Stream<CalibrationDatapoint> |
IRCurveData.getDataPointStreamForProductType(String productType)
Returns Stream of calibration data points for a given product type
|
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