Uses of Interface
net.finmath.fouriermethod.calibration.ScalarParameterInformation

Packages that use ScalarParameterInformation

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.

Uses of ScalarParameterInformation in net.finmath.fouriermethod.calibration

Classes in net.finmath.fouriermethod.calibration that implement ScalarParameterInformation

Modifier and Type	Class and Description
class	ScalarParameterInformationImplementation This class tells us if a parameter has to be calibrated and if it is constrained.

Uses of ScalarParameterInformation in net.finmath.fouriermethod.calibration.models

Constructors in net.finmath.fouriermethod.calibration.models with parameters of type ScalarParameterInformation

Constructor and Description
CalibratableHestonModel(HestonModelDescriptor descriptor, ScalarParameterInformation volatilityConstraint, ScalarParameterInformation thetaConstraint, ScalarParameterInformation kappaConstraint, ScalarParameterInformation xiConstraint, ScalarParameterInformation rhoConstraint, boolean applyFellerConstraint) This constructor allows for the specification of constraints.