Uses of Package
net.finmath.fouriermethod.calibration.models
| 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.
|
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Classes in net.finmath.fouriermethod.calibration.models used by net.finmath.fouriermethod.calibration Class Description CalibratableProcess Every class implementing this interface communicates with the calibration routine by providing clones of the model with changed parameters. -
Classes in net.finmath.fouriermethod.calibration.models used by net.finmath.fouriermethod.calibration.models Class Description CalibratableHestonModel This class is creates new instances of HestonModel and communicates with the optimization algorithm.CalibratableProcess Every class implementing this interface communicates with the calibration routine by providing clones of the model with changed parameters.