Uses of Interface
net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationSpecProvider
Packages that use CalibrationSpecProvider
Package
Description
Providing curve calibrations.
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Uses of CalibrationSpecProvider in net.finmath.smartcontract.valuation.marketdata.curvecalibration
Classes in net.finmath.smartcontract.valuation.marketdata.curvecalibration that implement CalibrationSpecProviderModifier and TypeClassDescriptionclass
A calibration spec provider for deposits.class
A calibration spec provider for fras.class
A calibration spec provider for OIS swaps.class
A calibration spec provider for swaps.Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration that return types with arguments of type CalibrationSpecProviderModifier 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.CalibrationParser.parse(Stream<CalibrationDataItem> datapoints)
CalibrationParserDataItems.parse(Stream<CalibrationDataItem> datapoints)
Method parameters in net.finmath.smartcontract.valuation.marketdata.curvecalibration with type arguments of type CalibrationSpecProviderModifier and TypeMethodDescriptionCalibrator.calibrateModel(Stream<CalibrationSpecProvider> providers, CalibrationContext ctx)