Uses of Interface
net.finmath.optimizer.OptimizerFactory

Packages that use OptimizerFactory

Package	Description
net.finmath.fouriermethod.calibration	Classes related to the calibration of Fourier models.
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.optimizer	This package provides classes with numerical algorithm for optimization of an objective function and a factory to easy construction of the optimizers.

Uses of OptimizerFactory in net.finmath.fouriermethod.calibration

Constructors in net.finmath.fouriermethod.calibration with parameters of type OptimizerFactory

Constructor	Description
CalibratedModel(OptionSurfaceData surface, CalibratableProcess model, OptimizerFactory optimizerFactory, EuropeanOptionSmile pricer, double[] initialParameters, double[] parameterStep)	Create the calibration from data.

Uses of OptimizerFactory in net.finmath.marketdata.calibration

Constructors in net.finmath.marketdata.calibration with parameters of type OptimizerFactory

Constructor	Description
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 OptimizerFactory in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities with parameters of type OptimizerFactory

Modifier and Type	Method	Description
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.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.

Uses of OptimizerFactory in net.finmath.optimizer

Classes in net.finmath.optimizer that implement OptimizerFactory

Modifier and Type	Class	Description
class	OptimizerFactoryCMAES
class	OptimizerFactoryLevenbergMarquardt