| Package | Description |
|---|---|
| net.finmath.marketdata2.calibration |
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
|
| Modifier and Type | Method and Description |
|---|---|
CalibratedCurves |
CalibratedCurves.getCloneShifted(Map<String,Double> shifts)
Returns the set curves calibrated to "shifted" market data, that is,
the market date of
this object, modified by the shifts
provided to this methods. |
CalibratedCurves |
CalibratedCurves.getCloneShifted(Pattern symbolRegExp,
double shift)
Returns the set curves calibrated to "shifted" market data, that is,
the market date of
this object, modified by the shifts
provided to this methods. |
CalibratedCurves |
CalibratedCurves.getCloneShifted(String symbol,
double shift)
Returns the set curves calibrated to "shifted" market data, that is,
the market date of
this object, modified by the shifts
provided to this methods. |
CalibratedCurves |
CalibratedCurves.getCloneShiftedForRegExp(String symbolRegExp,
double shift)
Returns the set curves calibrated to "shifted" market data, that is,
the market date of
this object, modified by the shifts
provided to this methods. |
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