Uses of Interface
net.finmath.marketdata2.calibration.ParameterObject

Packages that use ParameterObject

Package	Description
net.finmath.marketdata2.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata2.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata2.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.

Uses of ParameterObject in net.finmath.marketdata2.calibration

Classes in net.finmath.marketdata2.calibration with type parameters of type ParameterObject

Modifier and Type	Class and Description
class	ParameterAggregation<E extends ParameterObject> Combine a set of parameter vectors to a single parameter vector.

Classes in net.finmath.marketdata2.calibration that implement ParameterObject

Modifier and Type	Class and Description
class	ParameterAggregation<E extends ParameterObject> Combine a set of parameter vectors to a single parameter vector.

Methods in net.finmath.marketdata2.calibration that return ParameterObject

Modifier and Type	Method and Description
ParameterObject	ParameterObject.getCloneForParameter(RandomVariable[] value) Create a clone with a modified parameter.

Method parameters in net.finmath.marketdata2.calibration with type arguments of type ParameterObject

Modifier and Type	Method and Description
AnalyticModel	Solver.getCalibratedModel(Set<ParameterObject> objectsToCalibrate) Find the model such that the equation objectiveFunctions.getValue(model) = 0 holds.

Constructors in net.finmath.marketdata2.calibration with parameters of type ParameterObject

Constructor and Description
ParameterAggregation(E[] parameters) Create a collection of parametrized objects.

Uses of ParameterObject in net.finmath.marketdata2.model

Method parameters in net.finmath.marketdata2.model with type arguments of type ParameterObject

Modifier and Type	Method and Description
AnalyticModel	AnalyticModel.getCloneForParameter(Map<ParameterObject,RandomVariable[]> curvesParameterPairs)
AnalyticModel	AnalyticModelFromCurvesAndVols.getCloneForParameter(Map<ParameterObject,RandomVariable[]> curveParameterPairs)

Uses of ParameterObject in net.finmath.marketdata2.model.curves

Subinterfaces of ParameterObject in net.finmath.marketdata2.model.curves

Modifier and Type	Interface and Description
interface	Curve The interface which is implemented by a general curve.
interface	DiscountCurveInterface The interface which is implemented by discount curves.
interface	ForwardCurveInterface The interface which is implemented by forward curves.

Classes in net.finmath.marketdata2.model.curves that implement ParameterObject

Modifier and Type	Class and Description
class	AbstractCurve Abstract base class for a curve.
class	AbstractForwardCurve Abstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.
class	CurveInterpolation This class represents a curveFromInterpolationPoints build from a set of points in 2D.
class	DiscountCurveFromForwardCurve A discount curve derived from a given forward curve.
class	DiscountCurveInterpolation Implementation of a discount factor curve based on CurveInterpolation.
class	ForwardCurveFromDiscountCurve A forward curve derived from a given discount curve.
class	ForwardCurveInterpolation A container for a forward (rate) curve.