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

Interface ParameterObject

All Known Subinterfaces:
Curve, DiscountCurve, ForwardCurve
All Known Implementing Classes:
AbstractCurve, AbstractForwardCurve, AbstractVolatilitySurfaceParametric, BondCurve, CapletVolatilitiesParametric, CapletVolatilitiesParametricDisplacedFourParameterAnalytic, CapletVolatilitiesParametricFourParameterPicewiseConstant, CurveFromProductOfCurves, CurveInterpolation, DiscountCurveFromForwardCurve, DiscountCurveFromProductOfCurves, DiscountCurveInterpolation, DiscountCurveNelsonSiegelSvensson, DiscountCurveRenormalized, ExponentialCorrelationCurve, ForwardCurveFromDiscountCurve, ForwardCurveInterpolation, ForwardCurveNelsonSiegelSvensson, ForwardCurveWithFixings, IndexCurveFromDiscountCurve, ParameterAggregation, PiecewiseCurve, SeasonalCurve
public interface ParameterObject
An objects having a dependence on a parameter (double[]). The state of the objects is encoded in the parameter. It can be read or set. Note that the parameter may alter the state of multiple depending objects (e.g. referenced members).
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type
    Method
    Description
    ParameterObject
    getCloneForParameter(double[] value)
    Create a clone with a modified parameter.
    double[]
    getParameter()
    Get the current parameter associated with the state of the objects.
    void
    setParameter(double[] parameter)
    Deprecated.

  • Method Details

    • getParameter

      double[] getParameter()
      Get the current parameter associated with the state of the objects.
      Returns:
      The parameter.

    • getCloneForParameter

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

    • setParameter

      @Deprecated void setParameter(double[] parameter)
      Deprecated.
      Set the current parameter and change the state of the objects.
      Parameters:
      parameter - The parameter associated with the new state of the objects.