public interface RatesProviderGenerator
RatesProvider from a set of parameters.
This creates a new provider based on the specified parameters.
| Modifier and Type | Method and Description |
|---|---|
default ImmutableRatesProvider |
generate(DoubleArray parameters)
Generates a rates provider from a set of parameters.
|
default ImmutableRatesProvider |
generate(DoubleArray parameters,
Map<CurveName,JacobianCalibrationMatrix> jacobians)
Generates a rates provider from a set of parameters and calibration information.
|
ImmutableRatesProvider |
generate(DoubleArray parameters,
Map<CurveName,JacobianCalibrationMatrix> jacobians,
Map<CurveName,DoubleArray> sensitivitiesMarketQuote)
Generates a rates provider from a set of parameters and calibration information.
|
default ImmutableRatesProvider generate(DoubleArray parameters)
The number of parameters passed has to match the total number of parameters in all the curves generated.
parameters - the parameters describing the providerdefault ImmutableRatesProvider generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians)
The number of parameters passed has to match the total number of parameters in all the curves generated.
parameters - the parameters describing the providerjacobians - the curve calibration infoImmutableRatesProvider generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)
The number of parameters passed has to match the total number of parameters in all the curves generated.
parameters - the parameters describing the providerjacobians - the curve calibration infosensitivitiesMarketQuote - the PV sensitivitiesCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.