Package net.finmath.smartcontract.valuation.marketdata.curvecalibration

Interface CalibrationContext

All Known Implementing Classes:
CalibrationContextImpl
public interface CalibrationContext
Interface for classes providing a calibration context in terms of a reference date and calibration info.
Author:
Luca Del Re, Peter Kohl-Landgraf, Christian Fries

  • Method Details

    • getReferenceDate

      LocalDate getReferenceDate()

    • getAccuracy

      double getAccuracy()