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

Packages that use TradeCalibrationMeasure

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

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

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

Modifier and Type	Field	Description
static TradeCalibrationMeasure<ResolvedFraTrade>	TradeCalibrationMeasure.FRA_PAR_SPREAD	The calibrator for ResolvedFraTrade using par spread discounting.
static TradeCalibrationMeasure<ResolvedFxSwapTrade>	TradeCalibrationMeasure.FX_SWAP_PAR_SPREAD	The calibrator for ResolvedFxSwapTrade using par spread discounting.
static TradeCalibrationMeasure<ResolvedIborFixingDepositTrade>	TradeCalibrationMeasure.IBOR_FIXING_DEPOSIT_PAR_SPREAD	The calibrator for ResolvedIborFixingDepositTrade using par spread discounting.
static TradeCalibrationMeasure<ResolvedIborFutureTrade>	TradeCalibrationMeasure.IBOR_FUTURE_PAR_SPREAD	The calibrator for ResolvedIborFutureTrade using par spread discounting.
static TradeCalibrationMeasure<ResolvedOvernightFutureTrade>	TradeCalibrationMeasure.OVERNIGHT_FUTURE_PAR_SPREAD	The calibrator for ResolvedOvernightFutureTrade using par spread discounting.
static TradeCalibrationMeasure<ResolvedSwapTrade>	TradeCalibrationMeasure.SWAP_PAR_SPREAD	The calibrator for ResolvedSwapTrade using par spread discounting.
static TradeCalibrationMeasure<ResolvedTermDepositTrade>	TradeCalibrationMeasure.TERM_DEPOSIT_PAR_SPREAD	The calibrator for ResolvedTermDepositTrade using par spread discounting.

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

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