Module net.finmath.lib
Package net.finmath.fouriermethod.calibration
Classes related to the calibration of Fourier models.
- Author:
- Alessandro Gnoatto, Christian Fries
-
Interface Summary Interface Description 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. -
Class Summary Class Description BoundConstraint A class applying a bound constraint to a parameter.CalibratedModel This class solves a calibration problem.CalibratedModel.OptimizationResult Helper class for calibration results.NegativityConstraint Negativity constraint for calibration parameters.PositivityConstraint Positivity constraint for calibration parametersScalarParameterInformationImplementation This class tells us if a parameter has to be calibrated and if it is constrained.Unconstrained Absence of constraints.