| 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 |
|---|
| BoundConstraint
A class applying a bound constraint to a parameter.
|
| CalibratedModel.OptimizationResult
Helper class for calibration results.
|
| 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 and Description |
|---|
| ScalarParameterInformation
An interface representing a scalar parameter.
|
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