Uses of Package
net.finmath.fouriermethod.calibration.models
Package
Description
Classes related to the calibration of Fourier models.
Classes related to the calibration of fourier models.
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ClassDescriptionEvery class implementing this interface communicates with the calibration routine by providing clones of the model with changed parameters.
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ClassDescriptionThis class is creates new instances of HestonModel and communicates with the optimization algorithm.Every class implementing this interface communicates with the calibration routine by providing clones of the model with changed parameters.