| Package | Description |
|---|---|
| com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
|
| Modifier and Type | Method and Description |
|---|---|
RatesCurveCalibrator |
SyntheticRatesCurveCalibrator.getCalibrator()
Gets the curve calibrator.
|
static RatesCurveCalibrator |
RatesCurveCalibrator.of(double toleranceAbs,
double toleranceRel,
int stepMaximum)
Obtains an instance specifying tolerances to use.
|
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 RatesCurveCalibrator |
RatesCurveCalibrator.standard()
The standard curve calibrator.
|
| Modifier and Type | Method and Description |
|---|---|
static SyntheticRatesCurveCalibrator |
SyntheticRatesCurveCalibrator.of(RatesCurveCalibrator calibrator,
CalibrationMeasures marketQuotesMeasures)
Obtains an instance, specifying market quotes measures to use and calibrator.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.