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) -
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 final 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