| Package | Description |
|---|---|
| com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
|
| Class and Description |
|---|
| CalibrationMeasure
Provides access to the measures needed to perform curve calibration for a single type of trade.
|
| CalibrationMeasures
Provides access to the measures needed to perform curve calibration.
|
| ImmutableRatesProviderGenerator
Generates a rates provider based on an existing provider.
|
| MarketQuoteMeasure
Provides market quote measures for a single type of trade based on functions.
|
| PresentValueCalibrationMeasure
Provides calibration measures for a single type of trade based on functions.
|
| RatesCurveCalibrator
Curve calibrator for rates curves.
|
| RatesProviderGenerator
Generates a
RatesProvider from a set of parameters. |
| SyntheticRatesCurveCalibrator
Synthetic curve calibrator.
|
| TradeCalibrationMeasure
Provides calibration measures for a single type of trade based on functions.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.