Uses of Class
com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure

Packages that use PresentValueCalibrationMeasure

Package	Description
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.

Uses of PresentValueCalibrationMeasure in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve declared as PresentValueCalibrationMeasure

Modifier and Type	Field	Description
static PresentValueCalibrationMeasure<ResolvedFraTrade>	PresentValueCalibrationMeasure.FRA_PV	The measure for FraTrade using present value discounting.
static PresentValueCalibrationMeasure<ResolvedIborFixingDepositTrade>	PresentValueCalibrationMeasure.IBOR_FIXING_DEPOSIT_PV	The calibrator for IborFixingDepositTrade using present value discounting.
static PresentValueCalibrationMeasure<ResolvedIborFutureTrade>	PresentValueCalibrationMeasure.IBOR_FUTURE_PV	The calibrator for IborFutureTrade using present value discounting.
static PresentValueCalibrationMeasure<ResolvedOvernightFutureTrade>	PresentValueCalibrationMeasure.OVERNIGHT_FUTURE_PV	The calibrator for OvernightFutureTrade using present value discounting.
static PresentValueCalibrationMeasure<ResolvedSwapTrade>	PresentValueCalibrationMeasure.SWAP_PV	The calibrator for SwapTrade using present value discounting.
static PresentValueCalibrationMeasure<ResolvedTermDepositTrade>	PresentValueCalibrationMeasure.TERM_DEPOSIT_PV	The calibrator for TermDepositTrade using present value discounting.

Methods in com.opengamma.strata.pricer.curve that return PresentValueCalibrationMeasure

Modifier and Type	Method	Description
static <R extends ResolvedTrade> PresentValueCalibrationMeasure<R>	PresentValueCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.