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

Class CalibrationDataset

java.lang.Object

net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationDataset

public class CalibrationDataset
extends Object

IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData

Author:

Peter Kohl-Landgraf

Constructor Summary

Constructors

Constructor	Description
CalibrationDataset(Set<CalibrationDataItem> curveDataPointSet, LocalDateTime scenarioDate)

Method Summary

Modifier and Type	Method	Description
CalibrationDataset	getClonedFixingsAdded(Set<CalibrationDataItem> newFixingDataItems)
Stream<CalibrationSpecProvider>	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 used.
Set<CalibrationDataItem>	getDataPoints()
LocalDateTime	getDate()
Set<CalibrationDataItem>	getFixingDataItems()
CalibrationDataset	getScaled(double scaleFactor)
String	serializeToJson()
MarketDataList	toMarketDataList()

Methods inherited from class java.lang.Object

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

Constructor Details

CalibrationDataset

public CalibrationDataset(Set<CalibrationDataItem> curveDataPointSet,
 LocalDateTime scenarioDate)

Method Details

getScaled

public CalibrationDataset getScaled(double scaleFactor)

getFixingDataItems

public Set<CalibrationDataItem> getFixingDataItems()

getClonedFixingsAdded

public CalibrationDataset getClonedFixingsAdded(Set<CalibrationDataItem> newFixingDataItems)

toMarketDataList

public MarketDataList toMarketDataList()

serializeToJson

public String serializeToJson()

getDataAsCalibrationDataPointStream

public Stream<CalibrationSpecProvider> 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 used.

Parameters:

parser - Object implementing a CalibrationParser.

Returns:

Stream of calibration spec providers.

getDataPoints

public Set<CalibrationDataItem> getDataPoints()

getDate

public LocalDateTime getDate()