| Package | Description |
|---|---|
| com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
|
| Modifier and Type | Class and Description |
|---|---|
class |
MarketQuoteMeasure<T extends ResolvedTrade>
Provides market quote measures for a single type of trade based on functions.
|
class |
PresentValueCalibrationMeasure<T extends ResolvedTrade>
Provides calibration measures for a single type of trade based on functions.
|
class |
TradeCalibrationMeasure<T extends ResolvedTrade>
Provides calibration measures for a single type of trade based on functions.
|
| Modifier and Type | Method and Description |
|---|---|
static CalibrationMeasures |
CalibrationMeasures.of(String name,
CalibrationMeasure<? extends ResolvedTrade>... measures)
Obtains an instance from a list of individual trade-specific measures.
|
| Modifier and Type | Method and Description |
|---|---|
static CalibrationMeasures |
CalibrationMeasures.of(String name,
List<? extends CalibrationMeasure<? extends ResolvedTrade>> measures)
Obtains an instance from a list of individual trade-specific measures.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.