Uses of Interface
net.finmath.fouriermethod.calibration.models.CalibratableProcess

Packages that use CalibratableProcess

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.

Uses of CalibratableProcess in net.finmath.fouriermethod.calibration

Methods in net.finmath.fouriermethod.calibration that return CalibratableProcess

Modifier and Type	Method	Description
CalibratableProcess	CalibratedModel.OptimizationResult.getModel()

Constructors in net.finmath.fouriermethod.calibration with parameters of type CalibratableProcess

Constructor	Description
CalibratedModel(OptionSurfaceData surface, CalibratableProcess model, OptimizerFactory optimizerFactory, EuropeanOptionSmile pricer, double[] initialParameters, double[] parameterStep)	Create the calibration from data.
OptimizationResult(CalibratableProcess model, double[] bestFitParameters, int iterations, double rootMeanSquaredError, ArrayList<String> calibrationOutput)

Uses of CalibratableProcess in net.finmath.fouriermethod.calibration.models

Classes in net.finmath.fouriermethod.calibration.models that implement CalibratableProcess

Modifier and Type	Class	Description
class	CalibratableHestonModel	This class is creates new instances of HestonModel and communicates with the optimization algorithm.
class	CalibratableMertonModel	This class is creates new instances of MertonModel and communicates with the optimization algorithm.
class	CalibratableVarianceGammaModel	This class is creates new instances of VarianceGammaModel and communicates with the optimization algorithm.

Methods in net.finmath.fouriermethod.calibration.models that return CalibratableProcess

Modifier and Type	Method	Description
CalibratableProcess	CalibratableMertonModel.getCloneForModifiedParameters(double[] parameters)
CalibratableProcess	CalibratableProcess.getCloneForModifiedParameters(double[] parameters)	Calibration substitutes in the model the parameters of the process with calibrated ones.
CalibratableProcess	CalibratableVarianceGammaModel.getCloneForModifiedParameters(double[] parameters)