Package net.finmath.fouriermethod.calibration

Classes related to the calibration of Fourier models.

See: Description

Interface Summary

Interface	Description
Constraint	Constraint base interface (scalar and multivariate)
ParameterInformation	A generic interface for scalar or multivariate parameters.
ScalarConstraint	Base interface for scalar parameter constraints.
ScalarParameterInformation	An interface representing a scalar parameter.

Class Summary

Class	Description
BoundConstraint	A class applying a bound constraint to a parameter.
CalibratedModel	This class solves a calibration problem.
NegativityConstraint	Negativity constraint for calibration parameters.
PositivityConstraint	Positivity constraint for calibration parameters
ScalarParameterInformationImplementation	This class tells us if a parameter has to be calibrated and if it is constrained.
Unconstrained	Absence of constraints.

Package net.finmath.fouriermethod.calibration Description

Classes related to the calibration of Fourier models.

Author:

Alessandro Gnoatto, Christian Fries