Lakshmik/CreditAnalytics — Issue #8: Customized Component Calibration
Author: Lakshmik
Created: 2012-02-27 02:58:35+00:00
State: open

Need to optimize individual products to be optimally calibratable for a given set of market inputs.
- Need to create a CalibrationParams object - this should ccontain calibration type, calibration measure, and the calibration value.
- The individual component/product should be calibratable optimally by adjustaing any market parameter to within a valid range to reporduce the desired measure. For this, the product should implement the calibration component's calibMeasure interface, and retrieve the desired measure fast.
- E.g., the bond product can be calibrated on any of the measures listed in the "measuresd covergae' section, but only some of them calibnrate optimally (i.e., fast).