Uses of Package
net.finmath.smartcontract.valuation.marketdata.curvecalibration
Package
Description
Providing curve calibrations.
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ClassDescriptionIR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
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ClassDescriptionIR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
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ClassDescriptionInterface for classes providing a calibration context in terms of a reference date and calibration info.IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveDataInterface for parsers generating
CalibrationSpecProvider
fromCalibrationDatapoint
.Contains the result of a calibration adding additional statistics to the calibrated model.Provides a way to get a CalibrationSpec for finmath calibration. -
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ClassDescriptionIR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData