Class TradeCalibrationMeasure<T extends ResolvedTrade>

  • Type Parameters:
    T - the trade type
    All Implemented Interfaces:
    CalibrationMeasure<T>

    public final class TradeCalibrationMeasure<T extends ResolvedTrade>
    extends java.lang.Object
    implements CalibrationMeasure<T>
    Provides calibration measures for a single type of trade based on functions.

    This is initialized using functions that typically refer to pricers.