| Package | Description |
|---|---|
| net.finmath.fouriermethod.calibration |
Classes related to the calibration of Fourier models.
|
| Constructor and Description |
|---|
CalibratedModel(OptionSurfaceData surface,
CalibratableProcess model,
OptimizerFactory optimizerFactory,
EuropeanOptionSmile pricer,
double[] initialParameters,
double[] parameterStep) |
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