Uses of Class
net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationDataset
Packages that use CalibrationDataset
Package
Description
Providing curve calibrations.
-
Uses of CalibrationDataset in net.finmath.smartcontract.model
Methods in net.finmath.smartcontract.model that return CalibrationDataset -
Uses of CalibrationDataset in net.finmath.smartcontract.valuation.implementation.reactive
Methods in net.finmath.smartcontract.valuation.implementation.reactive with parameters of type CalibrationDatasetModifier and TypeMethodDescriptionConditionalSettlementCalculator.apply(CalibrationDataset actualmarketdata) -
Uses of CalibrationDataset in net.finmath.smartcontract.valuation.marketdata.curvecalibration
Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration that return CalibrationDatasetModifier and TypeMethodDescriptionstatic CalibrationDatasetCalibrationParserDataItems.getCalibrationDataSetFromXML(String xmlString, List<CalibrationDataItem.Spec> dataSpecs)CalibrationDataset.getClonedFixingsAdded(Set<CalibrationDataItem> newFixingDataItems)CalibrationDataset.getScaled(double scaleFactor)Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration that return types with arguments of type CalibrationDatasetModifier and TypeMethodDescriptionstatic List<CalibrationDataset>CalibrationParserDataItems.getScenariosFromCSVFile(String fileName)Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenariosstatic List<CalibrationDataset>CalibrationParserDataItems.getScenariosFromJsonFile(String fileName)Static method which parses a json file from its file name and converts it to a list of market data scenariosstatic List<CalibrationDataset>CalibrationParserDataItems.getScenariosFromJsonString(String content)Static method which parses a json file from its string content and converts it to a list of market data scenarios -
Uses of CalibrationDataset in net.finmath.smartcontract.valuation.oracle.interestrates
Constructor parameters in net.finmath.smartcontract.valuation.oracle.interestrates with type arguments of type CalibrationDatasetModifierConstructorDescriptionValuationOraclePlainSwap(Map<String,net.finmath.marketdata.products.AnalyticProduct> products, List<CalibrationDataset> scenarioList)Oracle will be instantiated based on a Swap product and market data scenario listValuationOraclePlainSwap(Map<String,net.finmath.marketdata.products.AnalyticProduct> products, List<CalibrationDataset> scenarioList, int scale)Oracle will be instantiated based on a Swap product an market data scenario list