Package net.finmath.smartcontract.valuation.marketdata.curvecalibration

package net.finmath.smartcontract.valuation.marketdata.curvecalibration

Providing curve calibrations.

Author:

Luca Del Re, Peter Kohl-Landgraf, Christian Fries

Related Packages

Package	Description
net.finmath.smartcontract.valuation.marketdata
net.finmath.smartcontract.valuation.marketdata.data
net.finmath.smartcontract.valuation.marketdata.database
net.finmath.smartcontract.valuation.marketdata.generators
net.finmath.smartcontract.valuation.marketdata.utils

Class	Description
CalibrationContext	Interface for classes providing a calibration context in terms of a reference date and calibration info.
CalibrationContextImpl	A calibration context in terms of a reference date and calibration info.
CalibrationDataItem
CalibrationDataItem.Spec
CalibrationDataset	IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
CalibrationParser	Interface for parsers generating CalibrationSpecProvider from CalibrationDatapoint.
CalibrationParserDataItems	Parses calibration data points and converts it to calibration specs
CalibrationResult	Contains the result of a calibration adding additional statistics to the calibrated model.
CalibrationSpecProvider	Provides a way to get a CalibrationSpec for finmath calibration.
CalibrationSpecProviderDeposit	A calibration spec provider for deposits.
CalibrationSpecProviderFRA	A calibration spec provider for fras.
CalibrationSpecProviderOis	A calibration spec provider for OIS swaps.
CalibrationSpecProviderSwap	A calibration spec provider for swaps.
Calibrator	An object calibrating models from a stream of calibration spec providers