Uses of Package
net.finmath.smartcontract.simulation.curvecalibration
Packages that use net.finmath.smartcontract.simulation.curvecalibration
Package
Description
Providing curve calibrations.
Classes providing interest rate curve scenarios.
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Classes in net.finmath.smartcontract.simulation.curvecalibration used by net.finmath.smartcontract.simulation.curvecalibrationClassDescriptionInterface for classes providing a calibration context in terms of a reference date and calibration info.Contains a single data point used for the calibration of a financial model.Interface for parsers generating
CalibrationSpecProviderfromCalibrationDatapoint.Contains the result of a calibration adding additional statistics to the calibrated model.Provides a way to get a CalibrationSpec for finmath calibration. -
Classes in net.finmath.smartcontract.simulation.curvecalibration used by net.finmath.smartcontract.simulation.scenariogenerationClassDescriptionContains a single data point used for the calibration of a financial model.Interface for parsers generating
CalibrationSpecProviderfromCalibrationDatapoint.Provides a way to get a CalibrationSpec for finmath calibration.