Uses of Class
net.finmath.optimizer.SolverException

Packages that use SolverException

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 SolverException in net.finmath.marketdata.calibration

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

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 that throw SolverException

Constructor and Description
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

Modifier and Type	Method and Description
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModelInterface calibrationModel, Vector<AnalyticProductInterface> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters)
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModelInterface calibrationModel, Vector<AnalyticProductInterface> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation)
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 SolverException in net.finmath.optimizer

Methods in net.finmath.optimizer that throw SolverException

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