Uses of Interface
net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationParser
Packages that use CalibrationParser
Package
Description
Providing curve calibrations.
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Uses of CalibrationParser in net.finmath.smartcontract.valuation.marketdata.curvecalibration
Classes in net.finmath.smartcontract.valuation.marketdata.curvecalibration that implement CalibrationParserModifier and TypeClassDescriptionclass
Parses calibration data points and converts it to calibration specsMethods in net.finmath.smartcontract.valuation.marketdata.curvecalibration with parameters of type CalibrationParserModifier and TypeMethodDescriptionCalibrationDataset.getDataAsCalibrationDataPointStream
(CalibrationParser parser) Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs Currently Swap-Rates, FRAS and Deposit Specs are used.