Uses of Package
net.finmath.optimizer

Packages that use net.finmath.optimizer

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
net.finmath.functions	Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
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.marketdata2.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
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.
net.finmath.singleswaprate.calibration	Classes providing calibration to market data of volatility cubes.
net.finmath.singleswaprate.model.volatilities	Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.

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

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

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

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

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

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

Classes in net.finmath.optimizer used by net.finmath.marketdata2.calibration

Class and Description
StochasticOptimizerFactory

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

Class and Description
GoldenSectionSearch This class implements a Golden Section search algorithm, i.e., a minimization, implemented as a question-and-answer search algorithm.
LevenbergMarquardt This class implements a parallel Levenberg-Marquardt non-linear least-squares fit algorithm.
LevenbergMarquardt.RegularizationMethod The regularization method used to invert the approximation of the Hessian matrix.
Optimizer Interface for numerical optimizers.
Optimizer.ObjectiveFunction Interface for the objective function.
OptimizerFactory
SolverException Exception thrown by solvers net.finmath.rootfinder or net.finmath.optimizer.
StochasticLevenbergMarquardt This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.
StochasticLevenbergMarquardt.RegularizationMethod The regularization method used to invert the approximation of the Hessian matrix.
StochasticOptimizer
StochasticOptimizer.ObjectiveFunction The interface describing the objective function of a StochasticOptimizer.
StochasticOptimizerFactory
StochasticPathwiseLevenbergMarquardt This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.

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

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

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

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