Uses of Class
net.finmath.optimizer.SolverException

Packages that use SolverException

net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.optimizer	Contains the Levenberg Marquardt optimizer, a multi-dimensional non-linear least-square.

Uses of SolverException in net.finmath.marketdata.calibration

Methods in net.finmath.marketdata.calibration that throw SolverException

AnalyticModelInterface

Solver.getCalibratedModel(Set<ParameterObjectInterface> objectsToCalibrate) Find the model such that the equation objectiveFunctions.getValue(model) = 0 holds.

Constructors in net.finmath.marketdata.calibration that throw SolverException

CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs)
Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.

CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModel calibrationModel)
Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.

CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModel calibrationModel, double calibrationAccuracy)
Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.

CalibratedCurves(CalibratedCurves.CalibrationSpec[] calibrationSpecs, AnalyticModel calibrationModel, double evaluationTime, double calibrationAccuracy)
Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products and a given model.

CalibratedCurves(Collection<CalibratedCurves.CalibrationSpec> calibrationSpecs)
Generate a collection of calibrated curves (discount curves, forward curves) from a vector of calibration products.

Uses of SolverException in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that throw SolverException

AbstractVolatilitySurfaceParametric

AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModelInterface calibrationModel, Vector<AnalyticProductInterface> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters)

Uses of SolverException in net.finmath.optimizer

Methods in net.finmath.optimizer that throw SolverException

static void	LevenbergMarquardt.main(String[] args)
void	LevenbergMarquardt.run() Runs the optimization.
void	LevenbergMarquardt.setDerivatives(double[] parameters, double[][] derivatives) The derivative of the objective function.
abstract void	LevenbergMarquardt.setValues(double[] parameters, double[] values) The objective function.