Uses of Class
com.opengamma.strata.market.curve.JacobianCalibrationMatrix
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Packages that use JacobianCalibrationMatrix Package Description com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.pricer.curve Provides the ability to calibrate curves. -
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Uses of JacobianCalibrationMatrix in com.opengamma.strata.market.curve
Fields in com.opengamma.strata.market.curve with type parameters of type JacobianCalibrationMatrix Modifier and Type Field Description static CurveInfoType<JacobianCalibrationMatrix>
CurveInfoType. JACOBIAN
Key used to access information about theJacobianCalibrationMatrix
.Methods in com.opengamma.strata.market.curve that return JacobianCalibrationMatrix Modifier and Type Method Description static JacobianCalibrationMatrix
JacobianCalibrationMatrix. of(List<CurveParameterSize> order, DoubleMatrix jacobianMatrix)
Obtains an instance from the curve order and Jacobian matrix.Methods in com.opengamma.strata.market.curve that return types with arguments of type JacobianCalibrationMatrix Modifier and Type Method Description Class<? extends JacobianCalibrationMatrix>
JacobianCalibrationMatrix.Meta. beanType()
org.joda.beans.BeanBuilder<? extends JacobianCalibrationMatrix>
JacobianCalibrationMatrix.Meta. builder()
Methods in com.opengamma.strata.market.curve with parameters of type JacobianCalibrationMatrix Modifier and Type Method Description DefaultCurveMetadataBuilder
DefaultCurveMetadataBuilder. jacobian(JacobianCalibrationMatrix jacobian)
Sets the calibration information. -
Uses of JacobianCalibrationMatrix in com.opengamma.strata.pricer.curve
Method parameters in com.opengamma.strata.pricer.curve with type arguments of type JacobianCalibrationMatrix Modifier and Type Method Description ImmutableRatesProvider
ImmutableRatesProviderGenerator. generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)
default ImmutableRatesProvider
RatesProviderGenerator. generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians)
Generates a rates provider from a set of parameters and calibration information.ImmutableRatesProvider
RatesProviderGenerator. generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)
Generates a rates provider from a set of parameters and calibration information.
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