Uses of Interface
net.finmath.marketdata.calibration.ParameterTransformation

Packages that use ParameterTransformation

Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.

Uses of ParameterTransformation in net.finmath.marketdata.calibration

Constructors in net.finmath.marketdata.calibration with parameters of type ParameterTransformation

Modifier	Constructor	Description
	Solver(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, OptimizerFactory optimizerFactory)	Generate a solver for the given parameter objects (independents) and objective functions (dependents).

Uses of ParameterTransformation in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities with parameters of type ParameterTransformation

Modifier and Type	Method	Description
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation)
AbstractVolatilitySurfaceParametric	AbstractVolatilitySurfaceParametric.getCloneCalibrated(AnalyticModel calibrationModel, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, Map<String,Object> calibrationParameters, ParameterTransformation parameterTransformation, OptimizerFactory optimizerFactory)	Create a clone of this volatility surface using a generic calibration of its parameters to given market data.