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

Class CalibrationContextImpl

java.lang.Object

net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationContextImpl

All Implemented Interfaces:

CalibrationContext

public class CalibrationContextImpl
extends Object
implements CalibrationContext

A calibration context in terms of a reference date and calibration info.

Author:

Luca Del Re, Peter Kohl-Landgraf, Christian Fries

Constructor Summary

Constructors

Constructor	Description
CalibrationContextImpl(LocalDate referenceDate, double accuracy)

Method Summary

Modifier and Type	Method	Description
double	getAccuracy()
LocalDate	getReferenceDate()

Methods inherited from class java.lang.Object

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

Constructor Details

CalibrationContextImpl

public CalibrationContextImpl(LocalDate referenceDate,
 double accuracy)

Method Details

getReferenceDate

public LocalDate getReferenceDate()

Specified by:

getReferenceDate in interface CalibrationContext

getAccuracy

public double getAccuracy()

Specified by:

getAccuracy in interface CalibrationContext