Uses of Class
net.finmath.marketdata.model.volatilities.OptionSurfaceData
| Package | Description |
|---|---|
| net.finmath.fouriermethod.calibration |
Classes related to the calibration of Fourier models.
|
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Uses of OptionSurfaceData in net.finmath.fouriermethod.calibration
Constructors in net.finmath.fouriermethod.calibration with parameters of type OptionSurfaceData Constructor Description CalibratedModel(OptionSurfaceData surface, CalibratableProcess model, OptimizerFactory optimizerFactory, EuropeanOptionSmile pricer, double[] initialParameters, double[] parameterStep)Create the calibration from data.