| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Field and Description |
|---|---|
static CurveInfoType<JacobianCalibrationMatrix> |
CurveInfoType.JACOBIAN
Key used to access information about the
JacobianCalibrationMatrix. |
| Modifier and Type | Method and Description |
|---|---|
static JacobianCalibrationMatrix |
JacobianCalibrationMatrix.of(List<CurveParameterSize> order,
DoubleMatrix jacobianMatrix)
Obtains an instance from the curve order and Jacobian matrix.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends JacobianCalibrationMatrix> |
JacobianCalibrationMatrix.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends JacobianCalibrationMatrix> |
JacobianCalibrationMatrix.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
DefaultCurveMetadataBuilder |
DefaultCurveMetadataBuilder.jacobian(JacobianCalibrationMatrix jacobian)
Sets the calibration information.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.