| Package | Description |
|---|---|
| net.finmath.fouriermethod.calibration |
Classes related to the calibration of Fourier models.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BoundConstraint
A class applying a bound constraint to a parameter.
|
class |
NegativityConstraint
Negativity constraint for calibration parameters.
|
class |
PositivityConstraint
Positivity constraint for calibration parameters
|
class |
Unconstrained
Absence of constraints.
|
| Modifier and Type | Method and Description |
|---|---|
ScalarConstraint |
ScalarParameterInformationImplementation.getConstraint() |
ScalarConstraint |
ScalarParameterInformation.getConstraint()
Returns the constraint.
|
| Constructor and Description |
|---|
ScalarParameterInformationImplementation(boolean isParameterToCalibrate,
ScalarConstraint constraint)
Constructs a parameter.
|
ScalarParameterInformationImplementation(ScalarConstraint constraint)
Constructs a parameter that needs to be calibrated.
|
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