Uses of Interface
net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationSpecProvider

Packages that use CalibrationSpecProvider

Package	Description
net.finmath.smartcontract.valuation.marketdata.curvecalibration	Providing curve calibrations.

Uses of CalibrationSpecProvider in net.finmath.smartcontract.valuation.marketdata.curvecalibration

Classes in net.finmath.smartcontract.valuation.marketdata.curvecalibration that implement CalibrationSpecProvider

Modifier and Type	Class	Description
class	CalibrationSpecProviderDeposit	A calibration spec provider for deposits.
class	CalibrationSpecProviderFRA	A calibration spec provider for fras.
class	CalibrationSpecProviderOis	A calibration spec provider for OIS swaps.
class	CalibrationSpecProviderON	A calibration spec provider for Overnight (O/N) rates, e.g.
class	CalibrationSpecProviderSwap	A calibration spec provider for swaps.

Methods in net.finmath.smartcontract.valuation.marketdata.curvecalibration that return types with arguments of type CalibrationSpecProvider

Modifier and Type	Method	Description
Stream<CalibrationSpecProvider>	CalibrationDataset.getDataAsCalibrationDataPointStream(CalibrationParser parser)	Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs Currently Swap-Rates, FRAs and Deposit Specs are used.
Stream<CalibrationSpecProvider>	CalibrationParser.parse(Stream<CalibrationDataItem> datapoints)
Stream<CalibrationSpecProvider>	CalibrationParserDataItems.parse(Stream<CalibrationDataItem> datapoints)

Method parameters in net.finmath.smartcontract.valuation.marketdata.curvecalibration with type arguments of type CalibrationSpecProvider

Modifier and Type	Method	Description
Optional<CalibrationResult>	Calibrator.calibrateModel(Stream<CalibrationSpecProvider> providers, CalibrationContext ctx)