Package | Description |
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org.drip.analytics.calibration | |
org.drip.param.market |
Class and Description |
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ComponentCalibrator
This interface defines the curve calibration methods – bootstrapping the discount rate and the hazard rate
from the individual component quotes.
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Class and Description |
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RatesCurveScenarioGenerator
This calls contains the interest rate calibration instruments to be used with the component calibrator to
produce scenario interest rate curves.
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