Module net.finmath.lib
Package net.finmath.marketdata.calibration

Class ParameterAggregation<E extends ParameterObject>

java.lang.Object
net.finmath.marketdata.calibration.ParameterAggregation<E>
Type Parameters:
E - A class implementing the ParameterObjectInterface
All Implemented Interfaces:
ParameterObject
public class ParameterAggregation<E extends ParameterObject> extends Object implements ParameterObject
Combine a set of parameter vectors to a single parameter vector. The class is a little helper class which can combine a set of double[] parameter-vectors to a single large double[] parameter-vector. More precisely: this class combines a set of objects implementing ParameterObjectInterface to a single object by implementing ParameterObjectInterface with the combined parameter. An application is an optimization problem which depends on different parametrized objects, using a solver/optimizer which operates an a single parameter vector.
Version:
1.0
Author:
Christian Fries

  • Constructor Details

    • ParameterAggregation

      public ParameterAggregation()
      Create a collection of parametrized objects.

    • ParameterAggregation

      public ParameterAggregation(Set<E> parameters)
      Create a collection of parametrized objects. The constructor will internally create a (shallow) copy of the set passed to it.
      Parameters:
      parameters - A set of objects implementing ParameterObjectInterface to be combined to a single object.

    • ParameterAggregation

      public ParameterAggregation(E[] parameters)
      Create a collection of parametrized objects. The constructor will internally create a (shallow) copy of the set passed to it.
      Parameters:
      parameters - A set of objects implementing ParameterObjectInterface to be combined to a single object.

  • Method Details

    • add

      public void add(E parameterObject)
      Add an object this parameterization.
      Parameters:
      parameterObject - The parameter object to add to this parameterization

    • remove

      public void remove(E parameterObject)
      Remove an object from this parameterization.
      Parameters:
      parameterObject - The parameter object to remove.

    • getParameter

      public double[] getParameter()
      Description copied from interface: ParameterObject
      Get the current parameter associated with the state of the objects.
      Specified by:
      getParameter in interface ParameterObject
      Returns:
      The parameter.

    • setParameter

      public void setParameter(double[] parameter)
      Description copied from interface: ParameterObject
      Set the current parameter and change the state of the objects.
      Specified by:
      setParameter in interface ParameterObject
      Parameters:
      parameter - The parameter associated with the new state of the objects.

    • getObjectsToModifyForParameter

      public Map<E,double[]> getObjectsToModifyForParameter(double[] parameter)

    • getCloneForParameter

      public Curve getCloneForParameter(double[] value) throws CloneNotSupportedException
      Description copied from interface: ParameterObject
      Create a clone with a modified parameter.
      Specified by:
      getCloneForParameter in interface ParameterObject
      Parameters:
      value - The new parameter.
      Returns:
      A clone with an otherwise modified parameter.
      Throws:
      CloneNotSupportedException - Thrown, when the curve could not be cloned.