Exemplo n.º 1
0
 // restricted constructor
 private SyntheticRatesCurveCalibrator(RatesCurveCalibrator calibrator, CalibrationMeasures marketQuotesMeasures)
 {
     this.measures   = marketQuotesMeasures;
     this.calibrator = calibrator;
 }
Exemplo n.º 2
0
 public virtual void test_toString()
 {
     assertThat(RatesCurveCalibrator.standard().ToString()).isEqualTo("CurveCalibrator[ParSpread]");
 }
Exemplo n.º 3
0
 /// <summary>
 /// Obtains an instance, specifying market quotes measures to use and calibrator.
 /// </summary>
 /// <param name="calibrator">  the mechanism used to calibrate curves once the synthetic market quotes are known </param>
 /// <param name="marketQuotesMeasures">  the measures used to compute the market quotes </param>
 /// <returns> the synthetic curve calibrator </returns>
 public static SyntheticRatesCurveCalibrator of(RatesCurveCalibrator calibrator, CalibrationMeasures marketQuotesMeasures)
 {
     return(new SyntheticRatesCurveCalibrator(calibrator, marketQuotesMeasures));
 }