See: Description
Interface | Description |
---|---|
CalibrationMeasure<T extends ResolvedTrade> |
Provides access to the measures needed to perform curve calibration for a single type of trade.
|
RatesProviderGenerator |
Generates a
RatesProvider from a set of parameters. |
Class | Description |
---|---|
CalibrationMeasures |
Provides access to the measures needed to perform curve calibration.
|
ImmutableRatesProviderGenerator |
Generates a rates provider based on an existing provider.
|
MarketQuoteMeasure<T extends ResolvedTrade> |
Provides market quote measures for a single type of trade based on functions.
|
PresentValueCalibrationMeasure<T extends ResolvedTrade> |
Provides calibration measures for a single type of trade based on functions.
|
RatesCurveCalibrator |
Curve calibrator for rates curves.
|
SyntheticRatesCurveCalibrator |
Synthetic curve calibrator.
|
TradeCalibrationMeasure<T extends ResolvedTrade> |
Provides calibration measures for a single type of trade based on functions.
|
The main class is RatesCurveCalibrator
.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.