| 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.
|
| Constructor and Description |
|---|
Solver(AnalyticModel model,
Vector<AnalyticProduct> calibrationProducts,
List<Double> calibrationTargetValues,
ParameterTransformation parameterTransformation,
double evaluationTime,
double calibrationAccuracy)
Generate a solver for the given parameter objects (independents) and
objective functions (dependents).
|
Solver(AnalyticModel model,
Vector<AnalyticProduct> calibrationProducts,
List<Double> calibrationTargetValues,
ParameterTransformation parameterTransformation,
double evaluationTime,
StochasticOptimizerFactory optimizerFactory)
Generate a solver for the given parameter objects (independents) and
objective functions (dependents).
|
Copyright © 2019. All rights reserved.