Uses of Interface
net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProvider

Packages that use CalibrationSpecProvider

Package	Description
net.finmath.smartcontract.simulation.curvecalibration	Providing curve calibrations.
net.finmath.smartcontract.simulation.scenariogeneration	Classes providing interest rate curve scenarios.

Uses of CalibrationSpecProvider in net.finmath.smartcontract.simulation.curvecalibration

Classes in net.finmath.smartcontract.simulation.curvecalibration that implement CalibrationSpecProvider

Modifier and Type	Class and Description
class	CalibrationSpecProviderOis A calibration spec provider for OIS swaps.
class	CalibrationSpecProviderSwap A calibration spec provider for swaps.

Methods in net.finmath.smartcontract.simulation.curvecalibration that return types with arguments of type CalibrationSpecProvider

Modifier and Type	Method and Description
Stream<CalibrationSpecProvider>	CalibrationParserDataPoints.parse(Stream<CalibrationDatapoint> datapoints)
Stream<CalibrationSpecProvider>	CalibrationParser.parse(Stream<CalibrationDatapoint> datapoints)

Method parameters in net.finmath.smartcontract.simulation.curvecalibration with type arguments of type CalibrationSpecProvider

Modifier and Type	Method and Description
Optional<CalibrationResult>	Calibrator.calibrateModel(Stream<CalibrationSpecProvider> providers, CalibrationContext ctx)

Uses of CalibrationSpecProvider in net.finmath.smartcontract.simulation.scenariogeneration

Methods in net.finmath.smartcontract.simulation.scenariogeneration that return types with arguments of type CalibrationSpecProvider

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.