Uses of Interface
net.finmath.marketdata.calibration.ParameterTransformation
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Packages that use ParameterTransformation Package Description net.finmath.marketdata.calibration Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.net.finmath.marketdata.model.volatilities Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities. -
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Uses of ParameterTransformation in net.finmath.marketdata.calibration
Constructors in net.finmath.marketdata.calibration with parameters of type ParameterTransformation Constructor Description Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, double calibrationAccuracy)Generate a solver for the given parameter objects (independents) and objective functions (dependents).Solver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, OptimizerFactory optimizerFactory)Generate a solver for the given parameter objects (independents) and objective functions (dependents). -
Uses of ParameterTransformation in net.finmath.marketdata.model.volatilities
Methods in net.finmath.marketdata.model.volatilities with parameters of type ParameterTransformation Modifier and Type Method Description AbstractVolatilitySurfaceParametricAbstractVolatilitySurfaceParametric. getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation)AbstractVolatilitySurfaceParametricAbstractVolatilitySurfaceParametric. getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation, OptimizerFactory optimizerFactory)Create a clone of this volatility surface using a generic calibration of its parameters to given market data.
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