/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit.isdastandardmodel.fastcalibration;
import com.opengamma.analytics.financial.credit.isdastandardmodel.AccrualOnDefaultFormulae;
import com.opengamma.analytics.financial.credit.isdastandardmodel.CDSAnalytic;
import com.opengamma.analytics.financial.credit.isdastandardmodel.ISDACompliantCreditCurve;
import com.opengamma.analytics.financial.credit.isdastandardmodel.ISDACompliantCreditCurveBuilder;
import com.opengamma.analytics.financial.credit.isdastandardmodel.ISDACompliantYieldCurve;
/**
*
*/
public class SuperFastCreditCurveBuilder extends ISDACompliantCreditCurveBuilder {
public SuperFastCreditCurveBuilder() {
super();
}
public SuperFastCreditCurveBuilder(final AccrualOnDefaultFormulae formula) {
super(formula);
}
public SuperFastCreditCurveBuilder(final AccrualOnDefaultFormulae formula, final ArbitrageHandling arbHandle) {
super(formula, arbHandle);
}
@Override
public ISDACompliantCreditCurve calibrateCreditCurve(final CDSAnalytic[] calibrationCDSs, final double[] premiums, final ISDACompliantYieldCurve yieldCurve, final double[] pointsUpfront) {
final CreditCurveCalibrator calibrator = new CreditCurveCalibrator(calibrationCDSs, yieldCurve, getAccOnDefaultFormula(), getArbHanding());
return calibrator.calibrate(premiums, pointsUpfront);
}
}