Uses of Interface
net.finmath.fouriermethod.calibration.models.CalibratableProcess

Packages that use CalibratableProcess

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 CalibratableProcess in net.finmath.fouriermethod.calibration

Methods in net.finmath.fouriermethod.calibration that return CalibratableProcess

Modifier and Type	Method and Description
CalibratableProcess	CalibratedModel.OptimizationResult.getModel()

Constructors in net.finmath.fouriermethod.calibration with parameters of type CalibratableProcess

Constructor and Description
CalibratedModel(OptionSurfaceData surface, CalibratableProcess model, OptimizerFactory optimizerFactory, EuropeanOptionSmile pricer, double[] initialParameters, double[] parameterStep)
OptimizationResult(CalibratableProcess model, double[] bestFitParameters, int iterations, double rootMeanSquaredError, ArrayList<String> calibrationOutput)

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

Classes in net.finmath.fouriermethod.calibration.models that implement CalibratableProcess

Modifier and Type	Class and Description
class	CalibratableHestonModel This class is creates new instances of HestonModel and communicates with the optimization algorithm.

Methods in net.finmath.fouriermethod.calibration.models that return CalibratableProcess

Modifier and Type	Method and Description
CalibratableProcess	CalibratableProcess.getCloneForModifiedParameters(double[] parameters) Calibration substitutes in the model the parameters of the process with calibrated ones.