Uses of Class
net.finmath.marketdata2.calibration.CalibratedCurves.CalibrationSpec
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
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Uses of CalibratedCurves.CalibrationSpec in net.finmath.marketdata2.calibration
Modifier and TypeMethodDescriptionCalibratedCurves.getCalibrationProductForSpec
(CalibratedCurves.CalibrationSpec calibrationSpec) ModifierConstructorDescriptionCalibratedCurves
(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.ModifierConstructorDescriptionCalibratedCurves
(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.