Package com.opengamma.strata.pricer.curve

Provides the ability to calibrate curves.

The main class is RatesCurveCalibrator.

Interface Summary

Interface	Description
CalibrationMeasure<T extends ResolvedTrade>	Provides access to the measures needed to perform curve calibration for a single type of trade.
RatesProviderGenerator	Generates a RatesProvider from a set of parameters.

Class Summary

Class	Description
CalibrationMeasures	Provides access to the measures needed to perform curve calibration.
ImmutableRatesProviderGenerator	Generates a rates provider based on an existing provider.
MarketQuoteMeasure<T extends ResolvedTrade>	Provides market quote measures for a single type of trade based on functions.
PresentValueCalibrationMeasure<T extends ResolvedTrade>	Provides calibration measures for a single type of trade based on functions.
RatesCurveCalibrator	Curve calibrator for rates curves.
SyntheticRatesCurveCalibrator	Synthetic curve calibrator.
TradeCalibrationMeasure<T extends ResolvedTrade>	Provides calibration measures for a single type of trade based on functions.