Uses of Interface
net.finmath.marketdata2.calibration.ParameterObject
Packages that use ParameterObject
Package
Description
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 a model, which is essentially
a collection of curves.
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
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Uses of ParameterObject in net.finmath.marketdata2.calibration
Classes in net.finmath.marketdata2.calibration with type parameters of type ParameterObjectModifier and TypeClassDescriptionclassParameterAggregation<E extends ParameterObject>Combine a set of parameter vectors to a single parameter vector.Classes in net.finmath.marketdata2.calibration that implement ParameterObjectModifier and TypeClassDescriptionclassParameterAggregation<E extends ParameterObject>Combine a set of parameter vectors to a single parameter vector.Methods in net.finmath.marketdata2.calibration that return ParameterObjectModifier and TypeMethodDescriptionParameterObject.getCloneForParameter(RandomVariable[] value)Create a clone with a modified parameter.Method parameters in net.finmath.marketdata2.calibration with type arguments of type ParameterObjectModifier and TypeMethodDescriptionSolver.getCalibratedModel(Set<ParameterObject> objectsToCalibrate)Find the model such that the equationobjectiveFunctions.getValue(model) = 0holds.Constructors in net.finmath.marketdata2.calibration with parameters of type ParameterObjectModifierConstructorDescriptionParameterAggregation(E[] parameters)Create a collection of parametrized objects. -
Uses of ParameterObject in net.finmath.marketdata2.model
Method parameters in net.finmath.marketdata2.model with type arguments of type ParameterObjectModifier and TypeMethodDescriptionAnalyticModel.getCloneForParameter(Map<ParameterObject,RandomVariable[]> curvesParameterPairs)AnalyticModelFromCurvesAndVols.getCloneForParameter(Map<ParameterObject,RandomVariable[]> curveParameterPairs) -
Uses of ParameterObject in net.finmath.marketdata2.model.curves
Subinterfaces of ParameterObject in net.finmath.marketdata2.model.curvesModifier and TypeInterfaceDescriptioninterfaceThe interface which is implemented by a general curve.interfaceThe interface which is implemented by discount curves.interfaceThe interface which is implemented by forward curves.Classes in net.finmath.marketdata2.model.curves that implement ParameterObjectModifier and TypeClassDescriptionclassAbstract base class for a curve.classAbstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.classThis class represents a curveFromInterpolationPoints build from a set of points in 2D.classA discount curve derived from a given forward curve.classImplementation of a discount factor curve based onCurveInterpolation.classA forward curve derived from a given discount curve.classA container for a forward (rate) curve.