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

Packages that use CalibratedCurves.CalibrationSpec

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.CalibrationSpec in net.finmath.marketdata.calibration

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

Modifier and Type	Method	Description
CalibratedCurves.CalibrationSpec	CalibratedCurves.CalibrationSpec.getCloneShifted(double shift)

Methods in net.finmath.marketdata.calibration with parameters of type CalibratedCurves.CalibrationSpec

Modifier and Type	Method	Description
AnalyticProduct	CalibratedCurves.getCalibrationProductForSpec(CalibratedCurves.CalibrationSpec calibrationSpec)

Constructors in net.finmath.marketdata.calibration with parameters of type CalibratedCurves.CalibrationSpec

Modifier	Constructor	Description
	CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.
	CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.
	CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel, double calibrationAccuracy)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.
	CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModelFromCurvesAndVols calibrationModel, double evaluationTime, double calibrationAccuracy)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.

Constructor parameters in net.finmath.marketdata.calibration with type arguments of type CalibratedCurves.CalibrationSpec

Modifier	Constructor	Description
	CalibratedCurves(Collection<CalibratedCurves.CalibrationSpec> calibrationSpecs)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.
	CalibratedCurves(List<CalibratedCurves.CalibrationSpec> calibrationSpecs, AnalyticModel calibrationModel, double evaluationTime, double calibrationAccuracy)	Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.