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	Description
class	CalibrationSpecProviderDeposit	A calibration spec provider for deposits.
class	CalibrationSpecProviderFRA	A calibration spec provider for fras.
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	Description
Stream<CalibrationSpecProvider>	CalibrationParser.parse(Stream<CalibrationDatapoint> datapoints)
Stream<CalibrationSpecProvider>	CalibrationParserDataPoints.parse(Stream<CalibrationDatapoint> datapoints)

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

Modifier and Type	Method	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	Description
Stream<CalibrationSpecProvider>	IRMarketDataSet.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.