Uses of Package
net.finmath.optimizer
-
Packages that use net.finmath.optimizer Package Description net.finmath.fouriermethod.calibration Classes related to the calibration of Fourier models.net.finmath.functions Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.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.net.finmath.marketdata2.calibration Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.net.finmath.optimizer This package provides classes with numerical algorithm for optimization of an objective function and a factory to easy construction of the optimizers.net.finmath.singleswaprate.calibration Classes providing calibration to market data of volatility cubes.net.finmath.singleswaprate.model.volatilities Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters. -
Classes in net.finmath.optimizer used by net.finmath.fouriermethod.calibration Class Description OptimizerFactory SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
. -
Classes in net.finmath.optimizer used by net.finmath.functions Class Description SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
. -
Classes in net.finmath.optimizer used by net.finmath.marketdata.calibration Class Description OptimizerFactory SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
. -
Classes in net.finmath.optimizer used by net.finmath.marketdata.model.volatilities Class Description OptimizerFactory SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
. -
Classes in net.finmath.optimizer used by net.finmath.marketdata2.calibration Class Description SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
.StochasticOptimizerFactory -
Classes in net.finmath.optimizer used by net.finmath.optimizer Class Description GoldenSectionSearch This class implements a Golden Section search algorithm, i.e., a minimization, implemented as a question-and-answer search algorithm.LevenbergMarquardt This class implements a parallel Levenberg-Marquardt non-linear least-squares fit algorithm.LevenbergMarquardt.RegularizationMethod The regularization method used to invert the approximation of the Hessian matrix.Optimizer Interface for numerical optimizers.Optimizer.ObjectiveFunction Interface for the objective function.OptimizerFactory SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
.StochasticLevenbergMarquardt This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.StochasticLevenbergMarquardt.RegularizationMethod The regularization method used to invert the approximation of the Hessian matrix.StochasticOptimizer StochasticOptimizer.ObjectiveFunction The interface describing the objective function of aStochasticOptimizer
.StochasticOptimizerFactory StochasticPathwiseLevenbergMarquardt This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm. -
Classes in net.finmath.optimizer used by net.finmath.singleswaprate.calibration Class Description SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
. -
Classes in net.finmath.optimizer used by net.finmath.singleswaprate.model.volatilities Class Description SolverException Exception thrown by solversnet.finmath.rootfinder
ornet.finmath.optimizer
.