Interface CurveGroupDefinition

  • All Known Implementing Classes:
    RatesCurveGroupDefinition

    public interface CurveGroupDefinition
    The definition of how to calibrate a group of curves.

    A curve group contains information that allows a group of curves to be calibrated.

    In Strata v2, this type was converted to an interface. If migrating, change your code to RatesCurveGroupDefinition.

    • Method Detail

      • getName

        CurveGroupName getName()
        Gets the name of the curve group.
        Returns:
        the group name
      • createGroupId

        MarketDataId<? extends CurveGroup> createGroupId​(ObservableSource source)
        Creates an identifier that can be used to resolve this definition.
        Parameters:
        source - the source of data
        Returns:
        the curve, empty if not found