Uses of Interface
net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationContext
Packages that use CalibrationContext
Package
Description
Providing curve calibrations.
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Uses of CalibrationContext in net.finmath.smartcontract.valuation.marketdata.curvecalibration
Classes in net.finmath.smartcontract.valuation.marketdata.curvecalibration that implement CalibrationContextModifier and TypeClassDescriptionclass
A calibration context in terms of a reference date and calibration info.Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration with parameters of type CalibrationContextModifier and TypeMethodDescriptionCalibrator.calibrateModel
(Stream<CalibrationSpecProvider> providers, CalibrationContext ctx) net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec
CalibrationSpecProvider.getCalibrationSpec
(CalibrationContext ctx) net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec
CalibrationSpecProviderDeposit.getCalibrationSpec
(CalibrationContext ctx) net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec
CalibrationSpecProviderFRA.getCalibrationSpec
(CalibrationContext ctx) net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec
CalibrationSpecProviderOis.getCalibrationSpec
(CalibrationContext ctx) net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec
CalibrationSpecProviderSwap.getCalibrationSpec
(CalibrationContext ctx) Constructors in net.finmath.smartcontract.valuation.marketdata.curvecalibration with parameters of type CalibrationContextModifierConstructorDescriptionCalibrator
(List<CalibrationDataItem> fixings, CalibrationContext ctx)