Uses of Class
com.opengamma.strata.pricer.curve.CalibrationMeasures

Packages that use CalibrationMeasures

Package	Description
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.

Uses of CalibrationMeasures in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve declared as CalibrationMeasures

Modifier and Type	Field and Description
static CalibrationMeasures	CalibrationMeasures.MARKET_QUOTE The market quote instance, which is the default used in synthetic curve calibration.
static CalibrationMeasures	CalibrationMeasures.PAR_SPREAD The par spread instance, which is the default used in curve calibration.
static CalibrationMeasures	CalibrationMeasures.PRESENT_VALUE The present value instance, which is the default used in present value sensitivity to market quote stored during curve calibration.

Methods in com.opengamma.strata.pricer.curve that return CalibrationMeasures

Modifier and Type	Method and Description
CalibrationMeasures	SyntheticRatesCurveCalibrator.getMeasures() Gets the market quote measures.
CalibrationMeasures	RatesCurveCalibrator.getMeasures() Gets the measures.
static CalibrationMeasures	CalibrationMeasures.of(String name, CalibrationMeasure<? extends ResolvedTrade>... measures) Obtains an instance from a list of individual trade-specific measures.
static CalibrationMeasures	CalibrationMeasures.of(String name, List<? extends CalibrationMeasure<? extends ResolvedTrade>> measures) Obtains an instance from a list of individual trade-specific measures.

Methods in com.opengamma.strata.pricer.curve with parameters of type CalibrationMeasures

Modifier and Type	Method and Description
static RatesCurveCalibrator	RatesCurveCalibrator.of(double toleranceAbs, double toleranceRel, int stepMaximum, CalibrationMeasures measures) Obtains an instance specifying tolerances and measures to use.
static RatesCurveCalibrator	RatesCurveCalibrator.of(double toleranceAbs, double toleranceRel, int stepMaximum, CalibrationMeasures measures, CalibrationMeasures pvMeasures) Obtains an instance specifying tolerances and measures to use.
static RatesCurveCalibrator	RatesCurveCalibrator.of(com.opengamma.strata.math.rootfind.NewtonVectorRootFinder rootFinder, CalibrationMeasures measures, CalibrationMeasures pvMeasures) Obtains an instance specifying the measures to use.
static SyntheticRatesCurveCalibrator	SyntheticRatesCurveCalibrator.of(RatesCurveCalibrator calibrator, CalibrationMeasures marketQuotesMeasures) Obtains an instance, specifying market quotes measures to use and calibrator.