Uses of Class
net.finmath.optimizer.SolverException

Packages that use SolverException
Package
Description
Classes related to the calibration of Fourier models.
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
This package provides classes with numerical algorithm for optimization of an objective function and a factory to easy construction of the optimizers.
Classes providing calibration to market data of volatility cubes.
Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.