- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.CalibratedModel
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- 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
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Constructor Summary
Constructors Modifier Constructor Description protectedCalibratedModel(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voidcalibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)voidcalibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)voidcalibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)voidcalibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)Constraintconstraint()voiddelete()EndCriteria.TypeendCriteria()protected voidfinalize()intfunctionEvaluation()protected static longgetCPtr(CalibratedModel obj)Arrayparams()ArrayproblemValues()voidsetParams(Array params)protected voidswigSetCMemOwn(boolean own)doublevalue(Array params, CalibrationHelperVector arg1)-
Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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CalibratedModel
protected CalibratedModel(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(CalibratedModel obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classObservable
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finalize
protected void finalize()
- Overrides:
finalizein classObservable
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classObservable
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calibrate
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
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calibrate
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
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calibrate
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
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calibrate
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)
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value
public double value(Array params, CalibrationHelperVector arg1)
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constraint
public Constraint constraint()
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endCriteria
public EndCriteria.Type endCriteria()
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problemValues
public Array problemValues()
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functionEvaluation
public int functionEvaluation()
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