Uses of Interface
net.finmath.optimizer.OptimizerFactoryInterface

Packages that use OptimizerFactoryInterface

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.

Uses of OptimizerFactoryInterface in net.finmath.marketdata.calibration

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

Constructor and Description
Solver(AnalyticModelInterface model, Vector<AnalyticProductInterface> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, OptimizerFactoryInterface optimizerFactory) Generate a solver for the given parameter objects (independents) and objective functions (dependents).

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

Methods in net.finmath.marketdata.model.volatilities with parameters of type OptimizerFactoryInterface

Modifier and Type

Method and Description

AbstractVolatilitySurfaceParametric

AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModelInterface calibrationModel, Vector<AnalyticProductInterface> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation, OptimizerFactoryInterface optimizerFactory) Create a clone of this volatility surface using a generic calibration of its parameters to given market data.

Uses of OptimizerFactoryInterface in net.finmath.optimizer

Classes in net.finmath.optimizer that implement OptimizerFactoryInterface

Modifier and Type	Class and Description
class	OptimizerFactoryCMAES
class	OptimizerFactoryLevenbergMarquardt