public virtual MarketDataBox <RatesCurveGroup> build(RatesCurveGroupId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
{
// create the calibrator, using the configured RootFinderConfig if found
RootFinderConfig rfc = marketDataConfig.find(typeof(RootFinderConfig)).orElse(RootFinderConfig.standard());
RatesCurveCalibrator calibrator = RatesCurveCalibrator.of(rfc.AbsoluteTolerance, rfc.RelativeTolerance, rfc.MaximumSteps, calibrationMeasures);
// calibrate
CurveGroupName groupName = id.CurveGroupName;
RatesCurveGroupDefinition configuredDefn = marketDataConfig.get(typeof(RatesCurveGroupDefinition), groupName);
return(buildCurveGroup(configuredDefn, calibrator, marketData, refData, id.ObservableSource));
}
