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 TypeClassDescriptionclass
ParameterAggregation<E extends ParameterObject>
Combine a set of parameter vectors to a single parameter vector.Classes in net.finmath.marketdata2.calibration that implement ParameterObjectModifier and TypeClassDescriptionclass
ParameterAggregation<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) = 0
holds.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)
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Uses of ParameterObject in net.finmath.marketdata2.model.curves
Subinterfaces of ParameterObject in net.finmath.marketdata2.model.curvesModifier 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.Classes in net.finmath.marketdata2.model.curves that implement ParameterObjectModifier 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.