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

Class CalibrationParserDataItems

java.lang.Object

net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationParserDataItems

All Implemented Interfaces:

CalibrationParser

public class CalibrationParserDataItems
extends Object
implements CalibrationParser

Parses calibration data points and converts it to calibration specs

Constructor Summary

Constructors

Constructor	Description
CalibrationParserDataItems()

Method Summary

Modifier and Type	Method	Description
static CalibrationDataset	getCalibrationDataSetFromXML(String xmlString, List<CalibrationDataItem.Spec> dataSpecs)
static List<CalibrationDataset>	getScenariosFromCSVFile(String fileName)	Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenarios
static List<CalibrationDataset>	getScenariosFromJsonFile(String fileName)	Static method which parses a json file from its file name and converts it to a list of market data scenarios
static final List<CalibrationDataset>	getScenariosFromJsonString(String content)	Static method which parses a json file from its string content and converts it to a list of market data scenarios
Stream<CalibrationSpecProvider>	parse(Stream<CalibrationDataItem> datapoints)

Methods inherited from class java.lang.Object

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

Constructor Details

CalibrationParserDataItems

public CalibrationParserDataItems()

Method Details

parse

public Stream<CalibrationSpecProvider> parse(Stream<CalibrationDataItem> datapoints)

Specified by:

parse in interface CalibrationParser

getScenariosFromJsonFile

public static List<CalibrationDataset> getScenariosFromJsonFile(String fileName)
                                                         throws IOException

Static method which parses a json file from its file name and converts it to a list of market data scenarios

Parameters:

fileName - Name of the input file.

Returns:

List of IRMarketDataScenario

Throws:

IOException - File not found

UnsupportedEncodingException - UnsupportedEncodingException

getCalibrationDataSetFromXML

public static CalibrationDataset getCalibrationDataSetFromXML(String xmlString,
 List<CalibrationDataItem.Spec> dataSpecs)

getScenariosFromCSVFile

public static List<CalibrationDataset> getScenariosFromCSVFile(String fileName)
                                                        throws IOException

Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenarios

Parameters:

fileName - Name of the input file.

Returns:

List of IRMarketDataScenario

Throws:

IOException - Thrown if market data file is not found.

getScenariosFromJsonString

public static final List<CalibrationDataset> getScenariosFromJsonString(String content)

Static method which parses a json file from its string content and converts it to a list of market data scenarios

Parameters:

content - Content of the json.

Returns:

List of IRMarketDataScenario

Throws:

IllegalArgumentException - If the JSON format is incorrect.