CalibrationMeasure (OpenGamma Strata)

Type Parameters:

T - the trade type

All Known Implementing Classes:

MarketQuoteMeasure, PresentValueCalibrationMeasure, TradeCalibrationMeasure
```
public interface CalibrationMeasure<T extends ResolvedTrade>
```
Provides access to the measures needed to perform curve calibration for a single type of trade.
The most commonly used measures are par spread and converted present value.
See TradeCalibrationMeasure for constants defining measures for common trade types.

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`Class<T>`	`getTradeType()`	Gets the trade type of the calibrator.
`CurrencyParameterSensitivities`	`sensitivities(T trade, RatesProvider provider)`	Calculates the parameter sensitivities that relate to the value.
`double`	`value(T trade, RatesProvider provider)`	Calculates the value, such as par spread.

- Method Detail
  - getTradeType
```
Class<T> getTradeType()
```
    Gets the trade type of the calibrator.
    
    Returns:
    
    the trade type
  - value
```
double value(T trade,
             RatesProvider provider)
```
    Calculates the value, such as par spread.
    The value must be calculated using the specified rates provider.
    
    Parameters:
    
    trade - the trade
    
    provider - the rates provider
    
    Returns:
    
    the sensitivity
    
    Throws:
    
    IllegalArgumentException - if the trade cannot be valued
  - sensitivities
```
CurrencyParameterSensitivities sensitivities(T trade,
                                             RatesProvider provider)
```
    Calculates the parameter sensitivities that relate to the value.
    The sensitivities must be calculated using the specified rates provider.
    
    Parameters:
    
    trade - the trade
    
    provider - the rates provider
    
    Returns:
    
    the sensitivity
    
    Throws:
    
    IllegalArgumentException - if the trade cannot be valued