Uses of Interface
net.finmath.marketdata.calibration.ParameterObjectInterface

Packages that use ParameterObjectInterface

Package	Description
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	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
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.

Uses of ParameterObjectInterface in net.finmath.marketdata.calibration

Classes in net.finmath.marketdata.calibration with type parameters of type ParameterObjectInterface

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

Classes in net.finmath.marketdata.calibration that implement ParameterObjectInterface

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

Methods in net.finmath.marketdata.calibration that return ParameterObjectInterface

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

Method parameters in net.finmath.marketdata.calibration with type arguments of type ParameterObjectInterface

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

Constructors in net.finmath.marketdata.calibration with parameters of type ParameterObjectInterface

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

Uses of ParameterObjectInterface in net.finmath.marketdata.model

Method parameters in net.finmath.marketdata.model with type arguments of type ParameterObjectInterface

Modifier and Type	Method and Description
AnalyticModelInterface	AnalyticModelInterface.getCloneForParameter(Map<ParameterObjectInterface,double[]> curvesParameterPairs)
AnalyticModelInterface	AnalyticModel.getCloneForParameter(Map<ParameterObjectInterface,double[]> curveParameterPairs)

Uses of ParameterObjectInterface in net.finmath.marketdata.model.curves

Subinterfaces of ParameterObjectInterface in net.finmath.marketdata.model.curves

Modifier and Type	Interface and Description
interface	CurveInterface 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.marketdata.model.curves that implement ParameterObjectInterface

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	Curve This class represents a curve build from a set of points in 2D.
class	CurveFromProductOfCurves A curve derived from other curves by multiplying the values.
class	DiscountCurve Implementation of a discount factor curve based on Curve.
class	DiscountCurveFromForwardCurve A discount curve derived from a given forward curve.
class	DiscountCurveFromProductOfCurves A discount curve derived from other discount curves by multiplying the discount factors.
class	DiscountCurveNelsonSiegelSvensson Implementation of a discount factor curve given by a Nelson-Siegel-Svensson (NSS) parameterization.
class	ForwardCurve A container for a forward (rate) curve.
class	ForwardCurveFromDiscountCurve A forward curve derived from a given discount curve.
class	ForwardCurveNelsonSiegelSvensson Implementation of a forward given by a Nelson-Siegel-Svensson (NSS) parameterization.
class	ForwardCurveWithFixings
class	IndexCurveFromDiscountCurve An index curve there the value at time t is given by indexValue / discountCurve.getValue(t).
class	PiecewiseCurve A piecewise curve.
class	SeasonalCurve The curve returns a value depending on the month of the time argument, that is, a call getValue(model, time) will map time to a 30/360 value using the day and month only and delegate the call to a given base curve.

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

Classes in net.finmath.marketdata.model.volatilities that implement ParameterObjectInterface

Modifier and Type	Class and Description
class	AbstractVolatilitySurfaceParametric
class	CapletVolatilitiesParametric A parametric caplet volatility surface created form the four parameter model for the instantaneous forward rate volatility given by \( \sigma(t) = (a + b t) \exp(- c t) + d \).