Rename more rates-specific classes (#1766)

CurveCalibrator to RatesCurveCalibrator
SyntheticCurveCalibrator to SyntheticRatesCurveCalibrator
CurveGroupDefinitionCsvLoader to RatesCurveGroupDefinitionCsvLoader

examples/src/main/java/com/opengamma/strata/examples/blog/multicurve1/CalibrationPV01Example.java

@@ -25,7 +25,7 @@
 import com.opengamma.strata.market.param.CurrencyParameterSensitivities;
 import com.opengamma.strata.market.sensitivity.PointSensitivities;
 import com.opengamma.strata.pricer.curve.CalibrationMeasures;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
 import com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator;
 import com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer;
@@ -80,7 +80,7 @@ public class CalibrationPV01Example {
       ImmutableMarketData.builder(VALUATION_DATE).values(MAP_MQ).build();
 
   private static final CalibrationMeasures CALIBRATION_MEASURES = CalibrationMeasures.PAR_SPREAD;
-  private static final CurveCalibrator CALIBRATOR = CurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
+  private static final RatesCurveCalibrator CALIBRATOR = RatesCurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
 
   private static final DiscountingSwapTradePricer PRICER_SWAP = DiscountingSwapTradePricer.DEFAULT;
   private static final MarketQuoteSensitivityCalculator MQC = MarketQuoteSensitivityCalculator.DEFAULT;

examples/src/main/java/com/opengamma/strata/examples/blog/multicurve1/CalibrationPVPerformanceExample.java

@@ -25,7 +25,7 @@
 import com.opengamma.strata.market.param.CurrencyParameterSensitivities;
 import com.opengamma.strata.market.sensitivity.PointSensitivities;
 import com.opengamma.strata.pricer.curve.CalibrationMeasures;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
 import com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator;
 import com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer;
@@ -78,7 +78,7 @@ public class CalibrationPVPerformanceExample {
       ImmutableMarketData.builder(VALUATION_DATE).values(MAP_MQ).build();
 
   private static final CalibrationMeasures CALIBRATION_MEASURES = CalibrationMeasures.PAR_SPREAD;
-  private static final CurveCalibrator CALIBRATOR = CurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
+  private static final RatesCurveCalibrator CALIBRATOR = RatesCurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
 
   private static final DiscountingSwapTradePricer PRICER_SWAP = DiscountingSwapTradePricer.DEFAULT;
   private static final MarketQuoteSensitivityCalculator MQC = MarketQuoteSensitivityCalculator.DEFAULT;

examples/src/main/java/com/opengamma/strata/examples/blog/multicurve2/CalibrationInterpolationExample.java

@@ -26,7 +26,7 @@
 import com.opengamma.strata.market.observable.QuoteId;
 import com.opengamma.strata.market.param.CurrencyParameterSensitivities;
 import com.opengamma.strata.market.sensitivity.PointSensitivities;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
 import com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator;
 import com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer;
@@ -83,7 +83,7 @@ public class CalibrationInterpolationExample {
   private static final ImmutableMarketData MARKET_QUOTES =
       ImmutableMarketData.builder(VALUATION_DATE).values(MAP_MQ).build();
 
-  private static final CurveCalibrator CALIBRATOR = CurveCalibrator.standard();
+  private static final RatesCurveCalibrator CALIBRATOR = RatesCurveCalibrator.standard();
 
   private static final DiscountingSwapTradePricer PRICER_SWAP = DiscountingSwapTradePricer.DEFAULT;
   private static final MarketQuoteSensitivityCalculator MQC = MarketQuoteSensitivityCalculator.DEFAULT;

examples/src/main/java/com/opengamma/strata/examples/finance/SabrSwaptionCubeCalibrationExample.java

@@ -42,7 +42,7 @@
 import com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator;
 import com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator;
 import com.opengamma.strata.pricer.curve.CalibrationMeasures;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.impl.option.NormalFormulaRepository;
 import com.opengamma.strata.pricer.option.RawOptionData;
 import com.opengamma.strata.pricer.option.TenorRawOptionData;
@@ -82,7 +82,7 @@ public class SabrSwaptionCubeCalibrationExample {
   private static final ImmutableMarketData MARKET_QUOTES = ImmutableMarketData.of(CALIBRATION_DATE, MAP_MQ);
 
   private static final CalibrationMeasures CALIBRATION_MEASURES = CalibrationMeasures.PAR_SPREAD;
-  private static final CurveCalibrator CALIBRATOR = CurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
+  private static final RatesCurveCalibrator CALIBRATOR = RatesCurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
   private static final RatesProvider MULTICURVE =
       CALIBRATOR.calibrate(CONFIGS, MARKET_QUOTES, REF_DATA);
 

examples/src/main/java/com/opengamma/strata/examples/finance/SabrSwaptionCubePvRiskExample.java

@@ -47,7 +47,7 @@
 import com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator;
 import com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator;
 import com.opengamma.strata.pricer.curve.CalibrationMeasures;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.option.RawOptionData;
 import com.opengamma.strata.pricer.option.TenorRawOptionData;
 import com.opengamma.strata.pricer.rate.RatesProvider;
@@ -90,7 +90,7 @@ public class SabrSwaptionCubePvRiskExample {
   private static final ImmutableMarketData MARKET_QUOTES = ImmutableMarketData.of(CALIBRATION_DATE, MAP_MQ);
 
   private static final CalibrationMeasures CALIBRATION_MEASURES = CalibrationMeasures.PAR_SPREAD;
-  private static final CurveCalibrator CALIBRATOR = CurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
+  private static final RatesCurveCalibrator CALIBRATOR = RatesCurveCalibrator.of(1e-9, 1e-9, 100, CALIBRATION_MEASURES);
 
   private static final SabrSwaptionPhysicalProductPricer SWAPTION_PRICER = SabrSwaptionPhysicalProductPricer.DEFAULT;
 

modules/loader/src/main/java/com/opengamma/strata/loader/csv/RatesCalibrationCsvLoader.java

@@ -283,7 +283,7 @@ private static ImmutableMap<CurveGroupName, RatesCurveGroupDefinition> parse0(
       Collection<CharSource> curveNodeCharSources) {
 
     // load curve groups and settings
-    List<RatesCurveGroupDefinition> curveGroups = CurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
+    List<RatesCurveGroupDefinition> curveGroups = RatesCurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
     Map<CurveName, LoadedCurveSettings> settingsMap = RatesCurvesCsvLoader.parseCurveSettings(settingsCharSource);
 
     // load curve definitions

modules/loader/src/main/java/com/opengamma/strata/loader/csv/CurveGroupDefinitionCsvLoader.java → modules/loader/src/main/java/com/opengamma/strata/loader/csv/RatesCurveGroupDefinitionCsvLoader.java

@@ -64,7 +64,7 @@
  *
  * @see RatesCurveGroupDefinition
  */
-public final class CurveGroupDefinitionCsvLoader {
+public final class RatesCurveGroupDefinitionCsvLoader {
 
   // Column headers
   private static final String GROUPS_NAME = "Group Name";
@@ -293,7 +293,7 @@ private static void writeCurveGroup(CsvOutput csv, RatesCurveGroup group) {
 
   //-------------------------------------------------------------------------
   // This class only has static methods
-  private CurveGroupDefinitionCsvLoader() {
+  private RatesCurveGroupDefinitionCsvLoader() {
   }
 
   //-------------------------------------------------------------------------

modules/loader/src/main/java/com/opengamma/strata/loader/csv/RatesCurvesCsvLoader.java

@@ -209,7 +209,7 @@ public static ImmutableListMultimap<LocalDate, RatesCurveGroup> parse(
       CharSource settingsCharSource,
       Collection<CharSource> curveValueCharSources) {
 
-    List<RatesCurveGroupDefinition> curveGroups = CurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
+    List<RatesCurveGroupDefinition> curveGroups = RatesCurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
     Map<LocalDate, Map<CurveName, Curve>> curves =
         parseCurves(datePredicate, settingsCharSource, curveValueCharSources);
     ImmutableListMultimap.Builder<LocalDate, RatesCurveGroup> builder = ImmutableListMultimap.builder();

modules/loader/src/test/java/com/opengamma/strata/loader/csv/CurveGroupDefinitionCsvLoaderTest.java → modules/loader/src/test/java/com/opengamma/strata/loader/csv/RatesCurveGroupDefinitionCsvLoaderTest.java

@@ -18,16 +18,16 @@
 
 import com.google.common.collect.ImmutableList;
 import com.opengamma.strata.collect.io.ResourceLocator;
+import com.opengamma.strata.market.curve.CurveName;
 import com.opengamma.strata.market.curve.RatesCurveGroup;
 import com.opengamma.strata.market.curve.RatesCurveGroupDefinition;
 import com.opengamma.strata.market.curve.RatesCurveGroupEntry;
-import com.opengamma.strata.market.curve.CurveName;
 
 /**
- * Test {@link CurveGroupDefinitionCsvLoader}.
+ * Test {@link RatesCurveGroupDefinitionCsvLoader}.
  */
 @Test
-public class CurveGroupDefinitionCsvLoaderTest {
+public class RatesCurveGroupDefinitionCsvLoaderTest {
 
   private static final String GROUPS_1 = "classpath:com/opengamma/strata/loader/csv/groups.csv";
   private static final String SETTINGS_1 = "classpath:com/opengamma/strata/loader/csv/settings.csv";
@@ -37,7 +37,8 @@ public class CurveGroupDefinitionCsvLoaderTest {
 
   //-------------------------------------------------------------------------
   public void test_loadCurveGroupDefinition() {
-    List<RatesCurveGroupDefinition> defns = CurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
+    List<RatesCurveGroupDefinition> defns =
+        RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
     assertEquals(defns.size(), 1);
     RatesCurveGroupDefinition defn = defns.get(0);
     assertEquals(defn.getEntries().get(0), RatesCurveGroupEntry.builder()
@@ -52,9 +53,10 @@ public void test_loadCurveGroupDefinition() {
 
   //-------------------------------------------------------------------------
   public void test_writeCurveGroupDefinition() {
-    RatesCurveGroupDefinition defn = CurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1)).get(0);
+    RatesCurveGroupDefinition defn =
+        RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1)).get(0);
     Appendable underlying = new StringBuilder();
-    CurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(underlying, defn);
+    RatesCurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(underlying, defn);
     String created = underlying.toString();
     String expected =
         "Group Name,Curve Type,Reference,Curve Name" + System.lineSeparator() +
@@ -71,7 +73,7 @@ public void test_writeCurveGroup() {
         ResourceLocator.of(SETTINGS_1),
         ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
     Appendable underlying = new StringBuilder();
-    CurveGroupDefinitionCsvLoader.writeCurveGroup(underlying, curveGroups.get(0));
+    RatesCurveGroupDefinitionCsvLoader.writeCurveGroup(underlying, curveGroups.get(0));
     String created = underlying.toString();
     String expected =
         "Group Name,Curve Type,Reference,Curve Name" + System.lineSeparator() +
@@ -81,16 +83,17 @@ public void test_writeCurveGroup() {
   }
 
   public void test_test_writeCurveGroupDefinition_roundtrip() throws Exception {
-    List<RatesCurveGroupDefinition> defn = CurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
+    List<RatesCurveGroupDefinition> defn =
+        RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
     File tempFile = File.createTempFile("TestCurveGroupLoading", "csv");
     tempFile.deleteOnExit();
-    CurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(tempFile, defn.get(0));
-    assertEquals(CurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.ofFile(tempFile)), defn);
+    RatesCurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(tempFile, defn.get(0));
+    assertEquals(RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.ofFile(tempFile)), defn);
   }
 
   //-------------------------------------------------------------------------
   public void coverage() {
-    coverPrivateConstructor(CurveGroupDefinitionCsvLoader.class);
+    coverPrivateConstructor(RatesCurveGroupDefinitionCsvLoader.class);
   }
 
 }

modules/measure/src/main/java/com/opengamma/strata/measure/rate/RatesCurveGroupMarketDataFunction.java

@@ -37,7 +37,7 @@
 import com.opengamma.strata.market.observable.IndexQuoteId;
 import com.opengamma.strata.measure.curve.RootFinderConfig;
 import com.opengamma.strata.pricer.curve.CalibrationMeasures;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
 
 /**
@@ -108,7 +108,7 @@ public MarketDataBox<RatesCurveGroup> build(
 
     // create the calibrator, using the configured RootFinderConfig if found
     RootFinderConfig rfc = marketDataConfig.find(RootFinderConfig.class).orElse(RootFinderConfig.standard());
-    CurveCalibrator calibrator = CurveCalibrator.of(
+    RatesCurveCalibrator calibrator = RatesCurveCalibrator.of(
         rfc.getAbsoluteTolerance(), rfc.getRelativeTolerance(), rfc.getMaximumSteps(), calibrationMeasures);
 
     // calibrate
@@ -135,7 +135,7 @@ public Class<RatesCurveGroupId> getMarketDataIdType() {
    */
   MarketDataBox<RatesCurveGroup> buildCurveGroup(
       RatesCurveGroupDefinition configuredGroup,
-      CurveCalibrator calibrator,
+      RatesCurveCalibrator calibrator,
       ScenarioMarketData marketData,
       ReferenceData refData,
       ObservableSource obsSource) {
@@ -170,7 +170,7 @@ private Map<ObservableId, LocalDateDoubleTimeSeries> extractFixings(ScenarioMark
   // calibrates when there are multiple groups
   private MarketDataBox<RatesCurveGroup> buildMultipleCurveGroups(
       RatesCurveGroupDefinition configuredGroup,
-      CurveCalibrator calibrator,
+      RatesCurveCalibrator calibrator,
       MarketDataBox<LocalDate> valuationDateBox,
       List<MarketDataBox<RatesCurveInputs>> inputBoxes,
       Map<ObservableId, LocalDateDoubleTimeSeries> fixings,
@@ -199,7 +199,7 @@ private static List<RatesCurveInputs> inputsForScenario(List<MarketDataBox<Rates
   // calibrates when there is a single group
   private MarketDataBox<RatesCurveGroup> buildSingleCurveGroup(
       RatesCurveGroupDefinition configuredGroup,
-      CurveCalibrator calibrator,
+      RatesCurveCalibrator calibrator,
       LocalDate valuationDate,
       List<MarketDataBox<RatesCurveInputs>> inputBoxes,
       Map<ObservableId, LocalDateDoubleTimeSeries> fixings,
@@ -251,7 +251,7 @@ private static MarketData inputsByKey(
 
   private RatesCurveGroup buildGroup(
       RatesCurveGroupDefinition groupDefn,
-      CurveCalibrator calibrator,
+      RatesCurveCalibrator calibrator,
       MarketData marketData,
       ReferenceData refData) {
 

modules/measure/src/test/java/com/opengamma/strata/measure/fxopt/FxOptionVolatilitiesMarketDataFunctionTest.java

@@ -91,7 +91,7 @@
 import com.opengamma.strata.measure.StandardComponents;
 import com.opengamma.strata.measure.ValuationZoneTimeDefinition;
 import com.opengamma.strata.measure.rate.RatesMarketDataLookup;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities;
 import com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities;
 import com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer;
@@ -298,7 +298,7 @@ public class FxOptionVolatilitiesMarketDataFunctionTest {
   private static final MarketDataRequirements REQUIREMENTS = MarketDataRequirements.of(RULES, TARGETS, COLUMN, REF_DATA);
   private static final CalculationRunner CALC_RUNNER = CalculationRunner.ofMultiThreaded();
 
-  private static final CurveCalibrator CURVE_CALIBRATOR = CurveCalibrator.standard();
+  private static final RatesCurveCalibrator CURVE_CALIBRATOR = RatesCurveCalibrator.standard();
   private static final RatesProvider EXP_RATES = CURVE_CALIBRATOR.calibrate(CURVE_GROUP_DEFINITION, MARKET_DATA, REF_DATA);
   private static final RatesProvider EXP_RATES_1 = CURVE_CALIBRATOR.calibrate(
       CURVE_GROUP_DEFINITION, SCENARIO_MARKET_DATA.scenario(1), REF_DATA);

modules/measure/src/test/java/com/opengamma/strata/measure/rate/RatesCurveGroupMarketDataFunctionTest.java

@@ -62,7 +62,7 @@
 import com.opengamma.strata.market.observable.QuoteId;
 import com.opengamma.strata.market.param.ParameterMetadata;
 import com.opengamma.strata.measure.curve.TestMarketDataMap;
-import com.opengamma.strata.pricer.curve.CurveCalibrator;
+import com.opengamma.strata.pricer.curve.RatesCurveCalibrator;
 import com.opengamma.strata.pricer.fra.DiscountingFraTradePricer;
 import com.opengamma.strata.pricer.rate.RatesProvider;
 import com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer;
@@ -78,7 +78,7 @@
 public class RatesCurveGroupMarketDataFunctionTest {
 
   /** The calibrator. */
-  private static final CurveCalibrator CALIBRATOR = CurveCalibrator.standard();
+  private static final RatesCurveCalibrator CALIBRATOR = RatesCurveCalibrator.standard();
   /** The maximum allowable PV when round-tripping an instrument used to calibrate a curve. */
   private static final double PV_TOLERANCE = 5e-10;
   /** The reference data. */

modules/pricer/src/main/java/com/opengamma/strata/pricer/curve/CurveCalibrator.java → modules/pricer/src/main/java/com/opengamma/strata/pricer/curve/RatesCurveCalibrator.java

@@ -37,7 +37,7 @@
 import com.opengamma.strata.product.ResolvedTrade;
 
 /**
- * Curve calibrator.
+ * Curve calibrator for rates curves.
  * <p>
  * This calibrator takes an abstract curve definition and produces real curves.
  * <p>
@@ -52,13 +52,13 @@
  * Once calibrated, the curves are then available for use.
  * Each node in the curve definition becomes a parameter in the matching output curve.
  */
-public final class CurveCalibrator {
+public final class RatesCurveCalibrator {
 
   /**
    * The standard curve calibrator.
    */
-  private static final CurveCalibrator STANDARD =
-      CurveCalibrator.of(1e-9, 1e-9, 1000, CalibrationMeasures.PAR_SPREAD, CalibrationMeasures.PRESENT_VALUE);
+  private static final RatesCurveCalibrator STANDARD =
+      RatesCurveCalibrator.of(1e-9, 1e-9, 1000, CalibrationMeasures.PAR_SPREAD, CalibrationMeasures.PRESENT_VALUE);
   /**
    * The matrix algebra used for matrix inversion.
    */
@@ -88,8 +88,8 @@ public final class CurveCalibrator {
    *
    * @return the standard curve calibrator
    */
-  public static CurveCalibrator standard() {
-    return CurveCalibrator.STANDARD;
+  public static RatesCurveCalibrator standard() {
+    return RatesCurveCalibrator.STANDARD;
   }
 
   /**
@@ -103,7 +103,7 @@ public static CurveCalibrator standard() {
    * @param stepMaximum  the maximum steps
    * @return the curve calibrator
    */
-  public static CurveCalibrator of(
+  public static RatesCurveCalibrator of(
       double toleranceAbs,
       double toleranceRel,
       int stepMaximum) {
@@ -123,7 +123,7 @@ public static CurveCalibrator of(
    * @param measures  the calibration measures, used to compute the function for which the root is found
    * @return the curve calibrator
    */
-  public static CurveCalibrator of(
+  public static RatesCurveCalibrator of(
       double toleranceAbs,
       double toleranceRel,
       int stepMaximum,
@@ -145,15 +145,15 @@ public static CurveCalibrator of(
    *   stored in the metadata
    * @return the curve calibrator
    */
-  public static CurveCalibrator of(
+  public static RatesCurveCalibrator of(
       double toleranceAbs,
       double toleranceRel,
       int stepMaximum,
       CalibrationMeasures measures,
       CalibrationMeasures pvMeasures) {
 
     NewtonVectorRootFinder rootFinder = NewtonVectorRootFinder.broyden(toleranceAbs, toleranceRel, stepMaximum);
-    return new CurveCalibrator(rootFinder, measures, pvMeasures);
+    return new RatesCurveCalibrator(rootFinder, measures, pvMeasures);
   }
 
   /**
@@ -165,17 +165,17 @@ public static CurveCalibrator of(
    *   stored in the metadata
    * @return the curve calibrator
    */
-  public static CurveCalibrator of(
+  public static RatesCurveCalibrator of(
       NewtonVectorRootFinder rootFinder,
       CalibrationMeasures measures,
       CalibrationMeasures pvMeasures) {
 
-    return new CurveCalibrator(rootFinder, measures, pvMeasures);
+    return new RatesCurveCalibrator(rootFinder, measures, pvMeasures);
   }
 
   //-------------------------------------------------------------------------
   // restricted constructor
-  private CurveCalibrator(
+  private RatesCurveCalibrator(
       NewtonVectorRootFinder rootFinder,
       CalibrationMeasures measures,
       CalibrationMeasures pvMeasures) {