// restricted constructor private SyntheticRatesCurveCalibrator(RatesCurveCalibrator calibrator, CalibrationMeasures marketQuotesMeasures) { this.measures = marketQuotesMeasures; this.calibrator = calibrator; }
public virtual void test_toString() { assertThat(RatesCurveCalibrator.standard().ToString()).isEqualTo("CurveCalibrator[ParSpread]"); }
/// <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)); }