Uses of Package
net.finmath.optimizer

Packages that use net.finmath.optimizer

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.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	This package provides classes with numerical algorithm for optimization of an objective function and a factory to easy construction of the optimizers.

Classes in net.finmath.optimizer used by net.finmath.marketdata.calibration

Class and Description
OptimizerFactoryInterface
SolverException Exception thrown by solvers net.finmath.rootfinder or net.finmath.optimizer.

Classes in net.finmath.optimizer used by net.finmath.marketdata.model.volatilities

Class and Description
OptimizerFactoryInterface
SolverException Exception thrown by solvers net.finmath.rootfinder or net.finmath.optimizer.

Classes in net.finmath.optimizer used by net.finmath.optimizer

Class and Description
LevenbergMarquardt This class implements a parallel Levenberg Marquardt non-linear least-squares fit algorithm.
OptimizerFactoryInterface
OptimizerInterface
OptimizerInterface.ObjectiveFunction
SolverException Exception thrown by solvers net.finmath.rootfinder or net.finmath.optimizer.