com.github.vonrosen.quantlib

Class CalibratedModelHandle

java.lang.Object

com.github.vonrosen.quantlib.CalibratedModelHandle

Direct Known Subclasses:

RelinkableCalibratedModelHandle

public class CalibratedModelHandle
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and 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	delete()
boolean	empty()
protected void	finalize()
protected static long	getCPtr(CalibratedModelHandle obj)
Array	params()
void	setParams(Array params)
double	value(Array params, CalibrationHelperVector arg1)

Methods inherited from class java.lang.Object

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

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)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public CalibratedModel __deref__()

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)

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)