Module net.finmath.smartderivativecontract

Package net.finmath.smartcontract.simulation.curvecalibration

Class CalibrationDatapoint

java.lang.Object

net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint

public class CalibrationDatapoint
extends Object

Contains a single data point used for the calibration of a financial model.

Constructor Summary

Constructors

Constructor	Description
CalibrationDatapoint(String curveName, String productName, String maturity, double quote)

Method Summary

Modifier and Type	Method	Description
CalibrationDatapoint	getClonedScaled(double factor)
String	getCurveName()
String	getMaturity()
String	getProductName()
double	getQuote()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

CalibrationDatapoint

public CalibrationDatapoint(String curveName,
 String productName,
 String maturity,
 double quote)

Method Details

getCurveName

public String getCurveName()

getProductName

public String getProductName()

getMaturity

public String getMaturity()

getQuote

public double getQuote()

getClonedScaled

public CalibrationDatapoint getClonedScaled(double factor)