RatesCurveCalibrator |
SyntheticRatesCurveCalibrator.getCalibrator() |
Gets the curve calibrator.
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static RatesCurveCalibrator |
RatesCurveCalibrator.of(double toleranceAbs,
double toleranceRel,
int stepMaximum) |
Obtains an instance specifying tolerances to use.
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static RatesCurveCalibrator |
RatesCurveCalibrator.of(double toleranceAbs,
double toleranceRel,
int stepMaximum,
CalibrationMeasures measures) |
Obtains an instance specifying tolerances and measures to use.
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static RatesCurveCalibrator |
RatesCurveCalibrator.of(double toleranceAbs,
double toleranceRel,
int stepMaximum,
CalibrationMeasures measures,
CalibrationMeasures pvMeasures) |
Obtains an instance specifying tolerances and measures to use.
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static RatesCurveCalibrator |
RatesCurveCalibrator.of(NewtonVectorRootFinder rootFinder,
CalibrationMeasures measures,
CalibrationMeasures pvMeasures) |
Obtains an instance specifying the measures to use.
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static RatesCurveCalibrator |
RatesCurveCalibrator.standard() |
The standard curve calibrator.
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