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)