T
- the trade typepublic interface CalibrationMeasure<T extends ResolvedTrade>
The most commonly used measures are par spread and converted present value.
See TradeCalibrationMeasure
for constants defining measures for common trade types.
Modifier and Type | Method and Description |
---|---|
Class<T> |
getTradeType()
Gets the trade type of the calibrator.
|
CurrencyParameterSensitivities |
sensitivities(T trade,
RatesProvider provider)
Calculates the parameter sensitivities that relate to the value.
|
double |
value(T trade,
RatesProvider provider)
Calculates the value, such as par spread.
|
double value(T trade, RatesProvider provider)
The value must be calculated using the specified rates provider.
trade
- the tradeprovider
- the rates providerIllegalArgumentException
- if the trade cannot be valuedCurrencyParameterSensitivities sensitivities(T trade, RatesProvider provider)
The sensitivities must be calculated using the specified rates provider.
trade
- the tradeprovider
- the rates providerIllegalArgumentException
- if the trade cannot be valuedCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.