Uses of Interface
net.finmath.marketdata2.calibration.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
Modifier and TypeClassDescriptionclass
ParameterAggregation<E extends ParameterObject>
Combine a set of parameter vectors to a single parameter vector.Modifier and TypeClassDescriptionclass
ParameterAggregation<E extends ParameterObject>
Combine a set of parameter vectors to a single parameter vector.Modifier and TypeMethodDescriptionParameterObject.getCloneForParameter
(RandomVariable[] value) Create a clone with a modified parameter.Modifier and TypeMethodDescriptionSolver.getCalibratedModel
(Set<ParameterObject> objectsToCalibrate) Find the model such that the equationobjectiveFunctions.getValue(model) = 0
holds.ModifierConstructorDescriptionParameterAggregation
(E[] parameters) Create a collection of parametrized objects. -
Uses of ParameterObject in net.finmath.marketdata2.model
Modifier and TypeMethodDescriptionAnalyticModel.getCloneForParameter
(Map<ParameterObject, RandomVariable[]> curvesParameterPairs) AnalyticModelFromCurvesAndVols.getCloneForParameter
(Map<ParameterObject, RandomVariable[]> curveParameterPairs) -
Uses of ParameterObject in net.finmath.marketdata2.model.curves
Modifier and TypeInterfaceDescriptioninterface
The interface which is implemented by a general curve.interface
The interface which is implemented by discount curves.interface
The interface which is implemented by forward curves.Modifier and TypeClassDescriptionclass
Abstract base class for a curve.class
Abstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.class
This class represents a curveFromInterpolationPoints build from a set of points in 2D.class
A discount curve derived from a given forward curve.class
Implementation of a discount factor curve based onCurveInterpolation
.class
A forward curve derived from a given discount curve.class
A container for a forward (rate) curve.