Uses of Interface
net.finmath.marketdata2.calibration.ParameterTransformation
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
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Uses of ParameterTransformation in net.finmath.marketdata2.calibration
ModifierConstructorDescriptionSolver
(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, double calibrationAccuracy) Generate a solver for the given parameter objects (independents) and objective functions (dependents).Solver
(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, StochasticOptimizerFactory optimizerFactory) Generate a solver for the given parameter objects (independents) and objective functions (dependents).