Uses of Package
net.finmath.fouriermethod.calibration
| 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 used by net.finmath.fouriermethod.calibration Class Description BoundConstraint A class applying a bound constraint to a parameter.CalibratedModel.OptimizationResult Helper class for calibration results.Constraint Constraint base interface (scalar and multivariate)ParameterInformation A generic interface for scalar or multivariate parameters.ScalarConstraint Base interface for scalar parameter constraints.ScalarParameterInformation An interface representing a scalar parameter. -
Classes in net.finmath.fouriermethod.calibration used by net.finmath.fouriermethod.calibration.models Class Description ScalarParameterInformation An interface representing a scalar parameter.