Uses of Class
net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationDataset
Packages that use CalibrationDataset
Package
Description
Providing curve calibrations.
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Uses of CalibrationDataset in net.finmath.smartcontract.model
Methods in net.finmath.smartcontract.model that return CalibrationDataset -
Uses of CalibrationDataset in net.finmath.smartcontract.valuation.implementation.reactive
Methods in net.finmath.smartcontract.valuation.implementation.reactive with parameters of type CalibrationDatasetModifier and TypeMethodDescriptionConditionalSettlementCalculator.apply(CalibrationDataset actualmarketdata)
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Uses of CalibrationDataset in net.finmath.smartcontract.valuation.marketdata.curvecalibration
Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration that return CalibrationDatasetModifier and TypeMethodDescriptionstatic CalibrationDataset
CalibrationParserDataItems.getCalibrationDataSetFromXML(String xmlString, List<CalibrationDataItem.Spec> dataSpecs)
CalibrationDataset.getClonedFixingsAdded(Set<CalibrationDataItem> newFixingDataItems)
CalibrationDataset.getScaled(double scaleFactor)
Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration that return types with arguments of type CalibrationDatasetModifier and TypeMethodDescriptionstatic List<CalibrationDataset>
CalibrationParserDataItems.getScenariosFromCSVFile(String fileName)
Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenariosstatic List<CalibrationDataset>
CalibrationParserDataItems.getScenariosFromJsonFile(String fileName)
Static method which parses a json file from its file name and converts it to a list of market data scenariosstatic List<CalibrationDataset>
CalibrationParserDataItems.getScenariosFromJsonString(String content)
Static method which parses a json file from its string content and converts it to a list of market data scenarios -
Uses of CalibrationDataset in net.finmath.smartcontract.valuation.oracle.interestrates
Constructor parameters in net.finmath.smartcontract.valuation.oracle.interestrates with type arguments of type CalibrationDatasetModifierConstructorDescriptionValuationOraclePlainSwap(Map<String,net.finmath.marketdata.products.AnalyticProduct> products, List<CalibrationDataset> scenarioList)
Oracle will be instantiated based on a Swap product and market data scenario listValuationOraclePlainSwap(Map<String,net.finmath.marketdata.products.AnalyticProduct> products, List<CalibrationDataset> scenarioList, int scale)
Oracle will be instantiated based on a Swap product an market data scenario list