Interface RatesProviderGenerator

  • All Known Implementing Classes:
    ImmutableRatesProviderGenerator

    public interface RatesProviderGenerator
    Generates a RatesProvider from a set of parameters.

    This creates a new provider based on the specified parameters.

    • Method Detail

      • generate

        default ImmutableRatesProvider generate​(DoubleArray parameters)
        Generates a rates provider from a set of parameters.

        The number of parameters passed has to match the total number of parameters in all the curves generated.

        Parameters:
        parameters - the parameters describing the provider
        Returns:
        the provider
      • generate

        default ImmutableRatesProvider generate​(DoubleArray parameters,
                                                java.util.Map<CurveName,​JacobianCalibrationMatrix> jacobians)
        Generates a rates provider from a set of parameters and calibration information.

        The number of parameters passed has to match the total number of parameters in all the curves generated.

        Parameters:
        parameters - the parameters describing the provider
        jacobians - the curve calibration info
        Returns:
        the provider
      • generate

        ImmutableRatesProvider generate​(DoubleArray parameters,
                                        java.util.Map<CurveName,​JacobianCalibrationMatrix> jacobians,
                                        java.util.Map<CurveName,​DoubleArray> sensitivitiesMarketQuote)
        Generates a rates provider from a set of parameters and calibration information.

        The number of parameters passed has to match the total number of parameters in all the curves generated.

        Parameters:
        parameters - the parameters describing the provider
        jacobians - the curve calibration info
        sensitivitiesMarketQuote - the PV sensitivities
        Returns:
        the provider