Package net.finmath.marketdata.calibration

Class ParameterAggregation<E extends ParameterObject>

java.lang.Object

net.finmath.marketdata.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 Summary

Constructors

Constructor	Description
ParameterAggregation()	Create a collection of parametrized objects.
ParameterAggregation(E[] parameters)	Create a collection of parametrized objects.
ParameterAggregation(Set<E> parameters)	Create a collection of parametrized objects.

Method Summary

Modifier and Type	Method	Description
void	add(E parameterObject)	Add an object this parameterization.
Curve	getCloneForParameter(double[] value)	Create a clone with a modified parameter.
Map<E,double[]>	getObjectsToModifyForParameter(double[] parameter)
double[]	getParameter()	Get the current parameter associated with the state of the objects.
void	remove(E parameterObject)	Remove an object from this parameterization.
void	setParameter(double[] parameter)	Set the current parameter and change the state of the objects.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

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 Detail

add

public void add(E parameterObject)

Add an object this parameterization.

Parameters:

parameterObject - The parameter object to add to this parameterization

remove

public void remove(E parameterObject)

Remove an object from this parameterization.

Parameters:

parameterObject - The parameter object to remove.

getParameter

public double[] getParameter()

Description copied from interface: ParameterObject

Get the current parameter associated with the state of the objects.

Specified by:

getParameter in interface ParameterObject

Returns:

The parameter.

setParameter

public void setParameter(double[] parameter)

Description copied from interface: ParameterObject

Set the current parameter and change the state of the objects.

Specified by:

setParameter in interface ParameterObject

Parameters:

parameter - The parameter associated with the new state of the objects.

getObjectsToModifyForParameter

public Map<E,double[]> getObjectsToModifyForParameter(double[] parameter)

getCloneForParameter

public Curve getCloneForParameter(double[] value)
                           throws CloneNotSupportedException

Description copied from interface: ParameterObject

Create a clone with a modified parameter.

Specified by:

getCloneForParameter in interface ParameterObject

Parameters:

value - The new parameter.

Returns:

A clone with an otherwise modified parameter.

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.