| Package | Description |
|---|---|
| com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
|
| 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.
|
static SyntheticRatesCurveCalibrator |
SyntheticRatesCurveCalibrator.standard()
The standard synthetic curve calibrator.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.