| Package | Description |
|---|---|
| net.finmath.smartcontract.simulation.curvecalibration |
Providing curve calibrations.
|
| net.finmath.smartcontract.simulation.scenariogeneration |
Classes providing interest rate curve scenarios.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CalibrationParserDataPoints
Parses calibration data points and converts it to calibration specs
|
| Modifier and Type | Method and Description |
|---|---|
Stream<CalibrationSpecProvider> |
IRMarketDataScenario.getDataAsCalibrationDataProintStream(CalibrationParser parser)
Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs
Currently only Swap-Rates are used.
|
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