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C# Class Heston.HestonExtendesCalibrationBySimulationEstimator

Inheritance: HestonEstimator.CallEstimator
Show file Open project: fairmat/EquityModels

Protected Methods

Method Description
NewOptimizationProblem ( EquityCalibrationData equityCalData, Vector matBound, Vector strikeBound ) : HestonCallOptimizationProblem

Method Details

NewOptimizationProblem() protected method

protected NewOptimizationProblem ( EquityCalibrationData equityCalData, Vector matBound, Vector strikeBound ) : HestonCallOptimizationProblem
equityCalData EquityCalibrationData
matBound Vector
strikeBound Vector
return HestonEstimator.HestonCallOptimizationProblem