Uses of Interface
net.finmath.smartcontract.simulation.curvecalibration.CalibrationParser
Packages that use CalibrationParser
Package
Description
Providing curve calibrations.
Classes providing interest rate curve scenarios.
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Uses of CalibrationParser in net.finmath.smartcontract.simulation.curvecalibration
Classes in net.finmath.smartcontract.simulation.curvecalibration that implement CalibrationParserModifier and TypeClassDescriptionclassParses calibration data points and converts it to calibration specs -
Uses of CalibrationParser in net.finmath.smartcontract.simulation.scenariogeneration
Methods in net.finmath.smartcontract.simulation.scenariogeneration with parameters of type CalibrationParserModifier and TypeMethodDescriptionIRMarketDataSet.getDataAsCalibrationDataPointStream(CalibrationParser parser)Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs Currently Swap-Rates, FRAS and Deposit Specs are are used.