Uses of Package
net.finmath.fouriermethod.calibration.models
Packages that use net.finmath.fouriermethod.calibration.models
Package
Description
Classes related to the calibration of Fourier models.
Classes related to the calibration of fourier models.
-
Classes in net.finmath.fouriermethod.calibration.models used by net.finmath.fouriermethod.calibrationClassDescriptionEvery class implementing this interface communicates with the calibration routine by providing clones of the model with changed parameters.
-
Classes in net.finmath.fouriermethod.calibration.models used by net.finmath.fouriermethod.calibration.modelsClassDescriptionThis 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.