Uses of Interface
net.finmath.fouriermethod.calibration.ScalarParameterInformation
Packages that use ScalarParameterInformation
Package
Description
Classes related to the calibration of Fourier models.
Classes related to the calibration of fourier models.
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Uses of ScalarParameterInformation in net.finmath.fouriermethod.calibration
Classes in net.finmath.fouriermethod.calibration that implement ScalarParameterInformationModifier and TypeClassDescriptionclass
This class tells us if a parameter has to be calibrated and if it is constrained. -
Uses of ScalarParameterInformation in net.finmath.fouriermethod.calibration.models
Constructors in net.finmath.fouriermethod.calibration.models with parameters of type ScalarParameterInformationModifierConstructorDescriptionCalibratableHestonModel
(HestonModelDescriptor descriptor, ScalarParameterInformation volatilityConstraint, ScalarParameterInformation thetaConstraint, ScalarParameterInformation kappaConstraint, ScalarParameterInformation xiConstraint, ScalarParameterInformation rhoConstraint, boolean applyFellerConstraint) This constructor allows for the specification of constraints.CalibratableMertonModel
(MertonModelDescriptor descriptor, ScalarParameterInformation volatilityInfo, ScalarParameterInformation jumpIntensityInfo, ScalarParameterInformation jumpSizeMeanInfo, ScalarParameterInformation jumpSizeStdDevInfo) This constructor allows for the specification of constraints.CalibratableVarianceGammaModel
(VarianceGammaModelDescriptor descriptor, ScalarParameterInformation sigmaInfo, ScalarParameterInformation thetaInfo, ScalarParameterInformation nuInfo)