net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationContext Maven / Gradle / Ivy

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Project to support the implementation a of smart derivative contract.

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package net.finmath.smartcontract.valuation.marketdata.curvecalibration;

import java.time.LocalDate;

/**
 * Interface for classes providing a calibration context in terms of a reference date and calibration info.
 *
 * @author Luca Del Re
 * @author Peter Kohl-Landgraf
 * @author Christian Fries
 */
public interface CalibrationContext {
	LocalDate getReferenceDate();

	double getAccuracy();
}