| 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.
|
| Class and Description |
|---|
| CalibratableProcess
Every class implementing this interface communicates with the calibration routine by providing
clones of the model with changed parameters.
|
| Class and Description |
|---|
| CalibratableHestonModel
This class is creates new instances of HestonModel and communicates with the optimization algorithm.
|
| CalibratableProcess
Every class implementing this interface communicates with the calibration routine by providing
clones of the model with changed parameters.
|
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