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net.finmath.marketdata.calibration.CalibrationClassDiagram.svg Maven / Gradle / Ivy
<<Java Class>>
CalibratedCurves
net.finmath.marketdata.calibration
CalibratedCurves(List<CalibrationSpec>,AnalyticModelInterface,double,double)
CalibratedCurves(CalibrationSpec[],AnalyticModel,double,double)
CalibratedCurves(CalibrationSpec[],AnalyticModel,double)
CalibratedCurves(CalibrationSpec[],AnalyticModel)
CalibratedCurves(Collection<CalibrationSpec>)
CalibratedCurves(CalibrationSpec[])
getCalibrationProductForSpec(CalibrationSpec):AnalyticProductInterface
getModel():AnalyticModelInterface
getCurve(String):CurveInterface
getLastNumberOfInterations():int
getCloneShifted(String,double):CalibratedCurves
getCloneShifted(Map<String,Double>):CalibratedCurves
getCloneShifted(Pattern,double):CalibratedCurves
getCloneShiftedForRegExp(String,double):CalibratedCurves
getLastAccuracy():double
getCalibrationProductForSymbol(String):AnalyticProductInterface
<<Java Class>>
ParameterAggregation<E>
net.finmath.marketdata.calibration
ParameterAggregation()
ParameterAggregation(Set<E>)
ParameterAggregation(E[])
add(E):void
remove(E):void
getParameter():double[]
setParameter(double[]):void
getObjectsToModifyForParameter(double[]):Map<E,double[]>
getCloneForParameter(double[]):CurveInterface
<<Java Class>>
AnalyticModel
net.finmath.marketdata.model
AnalyticModel()
AnalyticModel(LocalDate)
AnalyticModel(CurveInterface[])
AnalyticModel(Collection<CurveInterface>)
AnalyticModel(LocalDate,CurveInterface[])
AnalyticModel(LocalDate,Collection<CurveInterface>)
AnalyticModel(LocalDate,Map<String,CurveInterface>,Map<String,VolatilitySurfaceInterface>)
getCurve(String):CurveInterface
getCurves():Map<String,CurveInterface>
addCurve(String,CurveInterface):AnalyticModelInterface
addCurve(CurveInterface):AnalyticModelInterface
addCurves(CurveInterface[]):AnalyticModelInterface
addCurves(Set<CurveInterface>):AnalyticModelInterface
setCurve(CurveInterface):void
setCurves(CurveInterface[]):void
getDiscountCurve(String):DiscountCurveInterface
getForwardCurve(String):ForwardCurveInterface
getVolatilitySurface(String):VolatilitySurfaceInterface
getVolatilitySurfaces():Map<String,VolatilitySurfaceInterface>
addVolatilitySurface(VolatilitySurfaceInterface):AnalyticModelInterface
addVolatilitySurfaces(VolatilitySurfaceInterface[]):AnalyticModelInterface
addVolatilitySurfaces(Set<VolatilitySurfaceInterface>):AnalyticModelInterface
setVolatilitySurface(VolatilitySurfaceInterface):void
clone():AnalyticModel
getCloneForParameter(Map<ParameterObjectInterface,double[]>):AnalyticModelInterface
toString():String
getReferenceDate():LocalDate
<<Java Interface>>
ParameterObjectInterface
net.finmath.marketdata.calibration
getParameter():double[]
getCloneForParameter(double[]):ParameterObjectInterface
setParameter(double[]):void
<<Java Class>>
AbstractCurve
net.finmath.marketdata.model.curves
AbstractCurve(String,LocalDate)
getName():String
getReferenceDate():LocalDate
getValue(double):double
getValues(double[]):double[]
clone():AbstractCurve
getCloneForParameter(double[]):CurveInterface
toString():String
<<Java Interface>>
AnalyticProductInterface
net.finmath.marketdata.products
getValue(double,AnalyticModelInterface):double
<<Java Interface>>
CurveInterface
net.finmath.marketdata.model.curves
getName():String
getReferenceDate():LocalDate
getValue(double):double
getValue(AnalyticModelInterface,double):double
clone():Object
getCloneBuilder():CurveBuilderInterface
getCloneForParameter(double[]):CurveInterface
<<Java Interface>>
AnalyticModelInterface
net.finmath.marketdata.model
getCurve(String):CurveInterface
getCurves():Map<String,CurveInterface>
addCurve(String,CurveInterface):AnalyticModelInterface
addCurves(CurveInterface[]):AnalyticModelInterface
addCurves(Set<CurveInterface>):AnalyticModelInterface
setCurve(CurveInterface):void
getDiscountCurve(String):DiscountCurveInterface
getForwardCurve(String):ForwardCurveInterface
getVolatilitySurface(String):VolatilitySurfaceInterface
getVolatilitySurfaces():Map<String,VolatilitySurfaceInterface>
addVolatilitySurfaces(VolatilitySurfaceInterface[]):AnalyticModelInterface
addVolatilitySurfaces(Set<VolatilitySurfaceInterface>):AnalyticModelInterface
setVolatilitySurface(VolatilitySurfaceInterface):void
clone():AnalyticModelInterface
getCloneForParameter(Map<ParameterObjectInterface,double[]>):AnalyticModelInterface
<<Java Class>>
Solver
net.finmath.marketdata.calibration
Solver(AnalyticModelInterface,Vector<AnalyticProductInterface>,List<Double>,ParameterTransformation,double,OptimizerFactory)
Solver(AnalyticModelInterface,Vector<AnalyticProductInterface>,List<Double>,ParameterTransformation,double,double)
Solver(AnalyticModelInterface,Vector<AnalyticProductInterface>,List<Double>,double,double)
Solver(AnalyticModelInterface,Vector<AnalyticProductInterface>,double,double)
Solver(AnalyticModelInterface,Vector<AnalyticProductInterface>)
getCalibratedModel(Set<ParameterObjectInterface>):AnalyticModelInterface
getIterations():int
getAccuracy():double
-calibrationProducts
0..*
-model
0..1
-parameters
0..*
-curvesMap
0..*
-calibrationProducts
0..*
-model
0..1
