AbstractShortRateVolatilityModelParametric |
AbstractShortRateVolatilityModelParametric.getCloneCalibrated(ShortRateModel calibrationModel,
CalibrationProduct[] calibrationProducts,
Map<String,Object> calibrationParameters) |
Performs a generic calibration of the parametric model by
trying to match a given vector of calibration product to a given vector of target values
using a given vector of weights.
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AbstractShortRateVolatilityModelParametric |
AbstractShortRateVolatilityModelParametric.getCloneCalibratedLegazy(ShortRateModel calibrationModel,
CalibrationProduct[] calibrationProducts,
Map<String,Object> calibrationParameters) |
Performs a generic calibration of the parametric model by
trying to match a given vector of calibration product to a given vector of target values
using a given vector of weights.
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abstract AbstractShortRateVolatilityModelParametric |
AbstractShortRateVolatilityModelParametric.getCloneWithModifiedParameters(double[] parameters) |
Return an instance of this model using a new set of parameters.
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abstract AbstractShortRateVolatilityModelParametric |
AbstractShortRateVolatilityModelParametric.getCloneWithModifiedParameters(RandomVariable[] parameters) |
Return an instance of this model using a new set of parameters.
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AbstractShortRateVolatilityModelParametric |
ShortRateVolatilityModelPiecewiseConstant.getCloneWithModifiedParameters(double[] parameters) |
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AbstractShortRateVolatilityModelParametric |
ShortRateVolatilityModelPiecewiseConstant.getCloneWithModifiedParameters(RandomVariable[] parameters) |
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