Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CalibratedModelHandle

java.lang.Object

org.quantlib.CalibratedModelHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableCalibratedModelHandle

public class CalibratedModelHandle
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	CalibratedModelHandle()
protected	CalibratedModelHandle(long cPtr, boolean cMemoryOwn)
	CalibratedModelHandle(CalibratedModel arg0)

Method Summary

Modifier and Type	Method	Description
CalibratedModel	__deref__()
Observable	asObservable()
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()
CalibratedModel	currentLink()
void	delete()
boolean	empty()
EndCriteria.Type	endCriteria()
protected void	finalize()
int	functionEvaluation()
protected static long	getCPtr(CalibratedModelHandle obj)
Array	params()
Array	problemValues()
void	setParams(Array params)
protected static long	swigRelease(CalibratedModelHandle obj)
double	value(Array params, CalibrationHelperVector arg1)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

CalibratedModelHandle

protected CalibratedModelHandle(long cPtr,
                                boolean cMemoryOwn)

CalibratedModelHandle

public CalibratedModelHandle(CalibratedModel arg0)

CalibratedModelHandle

public CalibratedModelHandle()

Method Detail

getCPtr

protected static long getCPtr(CalibratedModelHandle obj)

swigRelease

protected static long swigRelease(CalibratedModelHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

__deref__

public CalibratedModel __deref__()

currentLink

public CalibratedModel currentLink()

empty

public boolean empty()

asObservable

public Observable asObservable()

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()