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

Interface CalibrationSpecProvider

All Known Implementing Classes:
CalibrationSpecProviderDeposit, CalibrationSpecProviderFRA, CalibrationSpecProviderOis, CalibrationSpecProviderSwap
public interface CalibrationSpecProvider
Provides a way to get a CalibrationSpec for finmath calibration.
See Also:
CalibratedCurves.CalibrationSpec

  • Method Summary

    Modifier and Type
    Method
    Description
    net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec
    getCalibrationSpec​(CalibrationContext ctx)
     

  • Method Details

    • getCalibrationSpec

      net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec getCalibrationSpec​(CalibrationContext ctx)