Uses of Interface
net.finmath.optimizer.StochasticOptimizerFactory
Packages that use StochasticOptimizerFactory
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
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Uses of StochasticOptimizerFactory in net.finmath.marketdata2.calibration
Constructors in net.finmath.marketdata2.calibration with parameters of type StochasticOptimizerFactoryModifierConstructorDescriptionSolver(AnalyticModel model, Vector<AnalyticProduct> calibrationProducts, List<Double> calibrationTargetValues, ParameterTransformation parameterTransformation, double evaluationTime, StochasticOptimizerFactory optimizerFactory)
Generate a solver for the given parameter objects (independents) and objective functions (dependents). -
Uses of StochasticOptimizerFactory in net.finmath.optimizer
Classes in net.finmath.optimizer that implement StochasticOptimizerFactoryModifier and TypeClassDescriptionclass
class
class
class