Uses of Class
net.finmath.marketdata.calibration.CalibratedCurves

Packages that use CalibratedCurves

Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.

Uses of CalibratedCurves in net.finmath.marketdata.calibration

Methods in net.finmath.marketdata.calibration that return CalibratedCurves

Modifier and Type	Method	Description
CalibratedCurves	CalibratedCurves.getCloneShifted(String symbol, double shift)	Returns the set curves calibrated to "shifted" market data, that is, the market date of this object, modified by the shifts provided to this methods.
CalibratedCurves	CalibratedCurves.getCloneShifted(Map<String,Double> shifts)	Returns the set curves calibrated to "shifted" market data, that is, the market date of this object, modified by the shifts provided to this methods.
CalibratedCurves	CalibratedCurves.getCloneShifted(Pattern symbolRegExp, double shift)	Returns the set curves calibrated to "shifted" market data, that is, the market date of this object, modified by the shifts provided to this methods.
CalibratedCurves	CalibratedCurves.getCloneShiftedForRegExp(String symbolRegExp, double shift)	Returns the set curves calibrated to "shifted" market data, that is, the market date of this object, modified by the shifts provided to this methods.