Module net.finmath.lib
Package net.finmath.marketdata2.calibration

Class ParameterAggregation<E extends ParameterObject>

java.lang.Object
net.finmath.marketdata2.calibration.ParameterAggregation<E>
Type Parameters:
E - A class implementing the ParameterObjectInterface
All Implemented Interfaces:
ParameterObject
public class ParameterAggregation<E extends ParameterObject>
extends Object
implements ParameterObject
Combine a set of parameter vectors to a single parameter vector. The class is a little helper class which can combine a set of double[] parameter-vectors to a single large double[] parameter-vector. More precisely: this class combines a set of objects implementing ParameterObjectInterface to a single object by implementing ParameterObjectInterface with the combined parameter. An application is an optimization problem which depends on different parametrized objects, using a solver/optimizer which operates an a single parameter vector.
Version:
1.0
Author:
Christian Fries

  • Constructor Details

    • ParameterAggregation

      public ParameterAggregation()
      Create a collection of parametrized objects.

    • ParameterAggregation

      public ParameterAggregation​(Set<E> parameters)
      Create a collection of parametrized objects. The constructor will internally create a (shallow) copy of the set passed to it.
      Parameters:
      parameters - A set of objects implementing ParameterObjectInterface to be combined to a single object.

    • ParameterAggregation

      public ParameterAggregation​(E[] parameters)
      Create a collection of parametrized objects. The constructor will internally create a (shallow) copy of the set passed to it.
      Parameters:
      parameters - A set of objects implementing ParameterObjectInterface to be combined to a single object.

  • Method Details