IsdaCompliantDiscountCurveCalibrator (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator

```
public final class IsdaCompliantDiscountCurveCalibrator
extends Object
```
ISDA compliant discount curve calibrator.
A single discounting curve is calibrated for a specified currency.
The curve is defined using two or more nodes. Each node primarily defines enough information to produce a reference trade. Calibration involves pricing, and re-pricing, these trades to find the best fit using a root finder.
Once calibrated, the curves are then available for use. Each node in the curve definition becomes a parameter in the matching output curve.

Field Summary

Fields
Modifier and Type Field Description

static IsdaCompliantDiscountCurveCalibrator STANDARD
Default implementation.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`IsdaCreditDiscountFactors`	`calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData)`	Calibrates the ISDA compliant discount curve to the market data.
`static IsdaCompliantDiscountCurveCalibrator`	`of(double accuracy)`	Obtains the curve calibrator with the accuracy of the root finder specified.
`static IsdaCompliantDiscountCurveCalibrator`	`standard()`	Obtains the standard curve calibrator.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - STANDARD
```
public static final IsdaCompliantDiscountCurveCalibrator STANDARD
```
    Default implementation.
- Method Detail
  - standard
```
public static IsdaCompliantDiscountCurveCalibrator standard()
```
    Obtains the standard curve calibrator.
    The accuracy of the root finder is set to be its default, 1.0e-12;
    
    Returns:
    
    the standard curve calibrator
  - of
```
public static IsdaCompliantDiscountCurveCalibrator of(double accuracy)
```
    Obtains the curve calibrator with the accuracy of the root finder specified.
    
    Parameters:
    
    accuracy - the accuracy
    
    Returns:
    
    the curve calibrator
  - calibrate
```
public IsdaCreditDiscountFactors calibrate(IsdaCreditCurveDefinition curveDefinition,
                                           MarketData marketData,
                                           ReferenceData refData)
```
    Calibrates the ISDA compliant discount curve to the market data.
    This creates the single discount curve for a specified currency. The curve nodes in IsdaCreditCurveDefinition should be term deposit or fixed-for-Ibor swap, and the number of nodes should be greater than 1.
    
    Parameters:
    
    curveDefinition - the curve definition
    
    marketData - the market data
    
    refData - the reference data
    
    Returns:
    
    the ISDA compliant discount curve