Uses of Interface
net.finmath.fouriermethod.calibration.ScalarParameterInformation
Package
Description
Classes related to the calibration of Fourier models.
Classes related to the calibration of fourier models.
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Uses of ScalarParameterInformation in net.finmath.fouriermethod.calibration
Modifier and TypeClassDescriptionclass
This class tells us if a parameter has to be calibrated and if it is constrained. -
Uses of ScalarParameterInformation in net.finmath.fouriermethod.calibration.models
ModifierConstructorDescriptionCalibratableHestonModel
(HestonModelDescriptor descriptor, ScalarParameterInformation volatilityConstraint, ScalarParameterInformation thetaConstraint, ScalarParameterInformation kappaConstraint, ScalarParameterInformation xiConstraint, ScalarParameterInformation rhoConstraint, boolean applyFellerConstraint) This constructor allows for the specification of constraints.CalibratableMertonModel
(MertonModelDescriptor descriptor, ScalarParameterInformation volatilityInfo, ScalarParameterInformation jumpIntensityInfo, ScalarParameterInformation jumpSizeMeanInfo, ScalarParameterInformation jumpSizeStdDevInfo) This constructor allows for the specification of constraints.CalibratableVarianceGammaModel
(VarianceGammaModelDescriptor descriptor, ScalarParameterInformation sigmaInfo, ScalarParameterInformation thetaInfo, ScalarParameterInformation nuInfo)