| Modifier and Type | Method and Description |
|---|---|
void |
ShortRateModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2) |
void |
ShortRateModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2) |
void |
MarkovFunctional.calibrate(CalibrationHelperVector helper,
OptimizationMethod method,
EndCriteria endCriteria) |
void |
Gsr.calibrate(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria) |
void |
CalibratedModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2) |
void |
CalibratedModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2) |
void |
ShortRateModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint) |
void |
ShortRateModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint) |
void |
MarkovFunctional.calibrate(CalibrationHelperVector helper,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint) |
void |
Gsr.calibrate(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint) |
void |
CalibratedModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint) |
void |
CalibratedModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint) |
void |
ShortRateModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights) |
void |
ShortRateModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights) |
void |
MarkovFunctional.calibrate(CalibrationHelperVector helper,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights) |
void |
Gsr.calibrate(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights) |
void |
CalibratedModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights) |
void |
CalibratedModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights) |
void |
ShortRateModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
void |
ShortRateModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
void |
MarkovFunctional.calibrate(CalibrationHelperVector helper,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
void |
Gsr.calibrate(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
static void |
QuantLibJNI.CalibratedModel_calibrate__SWIG_0(long jarg1,
CalibratedModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.CalibratedModel_calibrate__SWIG_1(long jarg1,
CalibratedModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.CalibratedModel_calibrate__SWIG_2(long jarg1,
CalibratedModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
static void |
QuantLibJNI.CalibratedModelHandle_calibrate__SWIG_0(long jarg1,
CalibratedModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.CalibratedModelHandle_calibrate__SWIG_1(long jarg1,
CalibratedModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.CalibratedModelHandle_calibrate__SWIG_2(long jarg1,
CalibratedModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
void |
Gsr.calibrateVolatilitiesIterative(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria) |
void |
Gsr.calibrateVolatilitiesIterative(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint) |
void |
Gsr.calibrateVolatilitiesIterative(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights) |
static boolean |
QuantLibJNI.EndCriteria_getValue(long jarg1,
EndCriteria jarg1_,
long jarg2,
long jarg3,
boolean jarg4,
double jarg5,
double jarg6,
double jarg7,
double jarg8,
long jarg9) |
protected static long |
EndCriteria.getCPtr(EndCriteria obj) |
static void |
QuantLibJNI.Gsr_calibrate__SWIG_0(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static void |
QuantLibJNI.Gsr_calibrate__SWIG_1(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.Gsr_calibrate__SWIG_2(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.Gsr_calibrate__SWIG_3(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
static void |
QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_0(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_1(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_2(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
static void |
QuantLibJNI.MarkovFunctional_calibrate__SWIG_0(long jarg1,
MarkovFunctional jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static void |
QuantLibJNI.MarkovFunctional_calibrate__SWIG_1(long jarg1,
MarkovFunctional jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.MarkovFunctional_calibrate__SWIG_2(long jarg1,
MarkovFunctional jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.MarkovFunctional_calibrate__SWIG_3(long jarg1,
MarkovFunctional jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
static long |
QuantLibJNI.Optimizer_solve(long jarg1,
Optimizer jarg1_,
long jarg2,
CostFunctionDelegate jarg2_,
long jarg3,
Constraint jarg3_,
long jarg4,
OptimizationMethod jarg4_,
long jarg5,
EndCriteria jarg5_,
long jarg6,
Array jarg6_) |
static void |
QuantLibJNI.ShortRateModel_calibrate__SWIG_0(long jarg1,
ShortRateModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static void |
QuantLibJNI.ShortRateModel_calibrate__SWIG_1(long jarg1,
ShortRateModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.ShortRateModel_calibrate__SWIG_2(long jarg1,
ShortRateModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.ShortRateModel_calibrate__SWIG_3(long jarg1,
ShortRateModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
static void |
QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_0(long jarg1,
ShortRateModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static void |
QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_1(long jarg1,
ShortRateModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_) |
static void |
QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_2(long jarg1,
ShortRateModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_) |
static void |
QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_3(long jarg1,
ShortRateModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_) |
Array |
Optimizer.solve(CostFunctionDelegate function,
Constraint c,
OptimizationMethod m,
EndCriteria e,
Array iv) |
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