- getEntries
Gets the configuration for building the curves in the group.
- getCurveDefinitions
Gets definitions which specify how the curves are calibrated. Curve definitions
are required for cur
- getName
Gets the name of the curve group.
- getSeasonalityDefinitions
Gets definitions which specify which seasonality should be used for some price
index curves. If a cu
- of
Returns a curve group definition with the specified name and containing the
specified entries and se
- resolvedTrades
Creates a list of trades representing the instrument at each node. This uses the
observed market dat
- bindTimeSeries
Returns a definition that is bound to a time-series. Curves related to a price
index are better desc
- builder
Returns a mutable builder for building the definition for a curve group.
- findCurveDefinition
Finds the definition for the curve with the specified name. If the curve is not
found, optional empt
- findEntry
Finds the entry for the curve with the specified name. If the curve is not
found, optional empty is
- isComputeJacobian
Gets the flag indicating if the Jacobian matrices should be computed and stored
in metadata or not.
- isComputePvSensitivityToMarketQuote
Gets the flag indicating if present value sensitivity to market quotes should be
computed and stored