java.lang.Object
net.finmath.montecarlo.interestrate.CalibrationProduct
A class for calibration products, that is a triple (P,V,w) where P is a product, V is a target value and w is a weight.
- Author:
- Christian Fries
-
Constructor Summary
ConstructorDescriptionCalibrationProduct
(String name, AbstractTermStructureMonteCarloProduct product, double targetValue, double weight) CalibrationProduct
(String name, AbstractTermStructureMonteCarloProduct product, RandomVariable targetValue, double weight) CalibrationProduct
(String name, AbstractTermStructureMonteCarloProduct product, RandomVariable targetValue, double weight, int priority) Construct a calibration product.CalibrationProduct
(AbstractTermStructureMonteCarloProduct product, double targetValue, double weight) CalibrationProduct
(AbstractTermStructureMonteCarloProduct product, RandomVariable targetValue, double weight) -
Method Summary
-
Constructor Details
-
CalibrationProduct
public CalibrationProduct(String name, AbstractTermStructureMonteCarloProduct product, RandomVariable targetValue, double weight, int priority) Construct a calibration product. A calibration product consists of a product implementingAbstractTermStructureMonteCarloProduct
, a target value given asRandomVariable
and a weight. In addition you may give a short name which may be printed by the logger.- Parameters:
name
- A short name (for example a "SYMBOL" representing the product.product
- The product.targetValue
- The target value.weight
- The calibration weight.priority
- The priority (may be used when submitting the product for calculation)
-
CalibrationProduct
public CalibrationProduct(String name, AbstractTermStructureMonteCarloProduct product, RandomVariable targetValue, double weight) -
CalibrationProduct
public CalibrationProduct(String name, AbstractTermStructureMonteCarloProduct product, double targetValue, double weight) -
CalibrationProduct
public CalibrationProduct(AbstractTermStructureMonteCarloProduct product, RandomVariable targetValue, double weight) -
CalibrationProduct
public CalibrationProduct(AbstractTermStructureMonteCarloProduct product, double targetValue, double weight)
-
-
Method Details
-
getName
The method returns a short name for this calibration product. If no short name was given, the method returnsgetProduct().toString()
.- Returns:
- A short name for this calibration product. If no short name was given, the method returns
getProduct().toString()
-
getProduct
- Returns:
- the product.
-
getTargetValue
- Returns:
- the target value.
-
getWeight
public double getWeight()- Returns:
- the calibrationWeight
-
getPriority
- Returns:
- the priority
-
toString
-