net.finmath.fouriermethod.calibration

Class CalibratedModel.OptimizationResult

java.lang.Object

net.finmath.fouriermethod.calibration.CalibratedModel.OptimizationResult

Enclosing class:

CalibratedModel

public class CalibratedModel.OptimizationResult
extends Object

Helper class for calibration results.

Author:

Alessandro Gnoatto

Constructor Summary

Constructors

Constructor and Description
OptimizationResult(CalibrableProcess model, double[] bestFitParameters, int iterations, double rootMeanSquaredError, ArrayList<String> calibrationOutput)

Method Summary

Modifier and Type	Method and Description
double[]	getBestFitParameters()
ArrayList<String>	getCalibrationOutput()
int	getIterations()
CalibrableProcess	getModel()
double	getRootMeanSquaredError()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

OptimizationResult

public OptimizationResult(CalibrableProcess model,
                          double[] bestFitParameters,
                          int iterations,
                          double rootMeanSquaredError,
                          ArrayList<String> calibrationOutput)

Method Detail

getModel

public CalibrableProcess getModel()

getBestFitParameters

public double[] getBestFitParameters()

getIterations

public int getIterations()

getRootMeanSquaredError

public double getRootMeanSquaredError()

getCalibrationOutput

public ArrayList<String> getCalibrationOutput()