Uses of Interface
net.finmath.optimizer.StochasticOptimizerFactory

Packages that use StochasticOptimizerFactory

Package	Description
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.

Uses of StochasticOptimizerFactory in net.finmath.marketdata2.calibration

Constructors in net.finmath.marketdata2.calibration with parameters of type StochasticOptimizerFactory

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

Uses of StochasticOptimizerFactory in net.finmath.optimizer

Classes in net.finmath.optimizer that implement StochasticOptimizerFactory

Modifier and Type	Class and Description
class	StochasticOptimizerFactoryLevenbergMarquardt
class	StochasticOptimizerFactoryLevenbergMarquardtAD
class	StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD
class	StochasticPathwiseOptimizerFactoryLevenbergMarquardt