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

Class CalibrationContextImpl

java.lang.Object

net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationContextImpl

All Implemented Interfaces:

CalibrationContext

public class CalibrationContextImpl
extends Object
implements CalibrationContext

A calibration context in terms of a reference date and calibration info.

Author:

Luca Del Re, Peter Kohl-Landgraf, Christian Fries

Constructor Summary

Constructors

Constructor	Description
CalibrationContextImpl(LocalDateTime referenceDateTime, double accuracy)

Method Summary

Modifier and Type	Method	Description
double	getAccuracy()
LocalDate	getReferenceDate()
LocalDateTime	getReferenceDateTime()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

CalibrationContextImpl

public CalibrationContextImpl(LocalDateTime referenceDateTime,
 double accuracy)

Method Details

getReferenceDate

public LocalDate getReferenceDate()

Specified by:

getReferenceDate in interface CalibrationContext

getReferenceDateTime

public LocalDateTime getReferenceDateTime()

Specified by:

getReferenceDateTime in interface CalibrationContext

getAccuracy

public double getAccuracy()

Specified by:

getAccuracy in interface CalibrationContext