| Package | Description |
|---|---|
| net.finmath.smartcontract.simulation.curvecalibration |
Providing curve calibrations.
|
| net.finmath.smartcontract.simulation.scenariogeneration |
Classes providing interest rate curve scenarios.
|
| Class and Description |
|---|
| CalibrationContext
Interface for classes providing a calibration context in terms of a reference date and calibration info.
|
| CalibrationDatapoint
Contains a single data point used for the calibration of a financial model.
|
| CalibrationParser
Interface for parsers generating
CalibrationSpecProvider from CalibrationDatapoint. |
| CalibrationResult
Contains the result of a calibration adding additional statistics to the calibrated model.
|
| CalibrationSpecProvider
Provides a way to get a CalibrationSpec for finmath calibration.
|
| Class and Description |
|---|
| CalibrationDatapoint
Contains a single data point used for the calibration of a financial model.
|
| CalibrationParser
Interface for parsers generating
CalibrationSpecProvider from CalibrationDatapoint. |
| CalibrationSpecProvider
Provides a way to get a CalibrationSpec for finmath calibration.
|
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