Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CalibratedModel

java.lang.Object

org.quantlib.Observable

org.quantlib.CalibratedModel

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

GJRGARCHModel, HestonModel, PiecewiseTimeDependentHestonModel, ShortRateModel

public class CalibratedModel
extends Observable
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CalibratedModel(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
Constraint	constraint()
void	delete()
EndCriteria.Type	endCriteria()
protected void	finalize()
int	functionEvaluation()
protected static long	getCPtr(CalibratedModel obj)
Array	params()
Array	problemValues()
void	setParams(Array params)
protected void	swigSetCMemOwn(boolean own)
double	value(Array params, CalibrationHelperVector arg1)

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

CalibratedModel

protected CalibratedModel(long cPtr,
                          boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(CalibratedModel obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Observable

finalize

protected void finalize()

Overrides:

finalize in class Observable

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class Observable

params

public Array params()

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint,
                      DoubleVector weights,
                      BoolVector fixParameters)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint,
                      DoubleVector weights)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2)

setParams

public void setParams(Array params)

value

public double value(Array params,
                    CalibrationHelperVector arg1)

constraint

public Constraint constraint()

endCriteria

public EndCriteria.Type endCriteria()

problemValues

public Array problemValues()

functionEvaluation

public int functionEvaluation()