C# Class QLNet.CalibratedModel

Inheritance: IObserver, IObservable
Show file Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property Type Description
arguments_ List
constraint_ QLNet.Constraint
shortRateEndCriteria_ EndCriteria.Type

Public Methods

Method Description
CalibratedModel ( int nArguments ) : System
calibrate ( List instruments, OptimizationMethod method, QLNet.EndCriteria endCriteria, QLNet.Constraint additionalConstraint, List weights ) : void
constraint ( ) : QLNet.Constraint
endCriteria ( ) : EndCriteria.Type
parameters ( ) : Vector
setParams ( Vector parameters ) : void
update ( ) : void
value ( Vector p, List instruments ) : double

Protected Methods

Method Description
generateArguments ( ) : void

Method Details

CalibratedModel() public method

public CalibratedModel ( int nArguments ) : System
nArguments int
return System

calibrate() public method

public calibrate ( List instruments, OptimizationMethod method, QLNet.EndCriteria endCriteria, QLNet.Constraint additionalConstraint, List weights ) : void
instruments List
method OptimizationMethod
endCriteria QLNet.EndCriteria
additionalConstraint QLNet.Constraint
weights List
return void

constraint() public method

public constraint ( ) : QLNet.Constraint
return QLNet.Constraint

endCriteria() public method

public endCriteria ( ) : EndCriteria.Type
return EndCriteria.Type

generateArguments() protected method

protected generateArguments ( ) : void
return void

parameters() public method

public parameters ( ) : Vector
return Vector

setParams() public method

public setParams ( Vector parameters ) : void
parameters Vector
return void

update() public method

public update ( ) : void
return void

value() public method

public value ( Vector p, List instruments ) : double
p Vector
instruments List
return double

Property Details

arguments_ protected property

protected List arguments_
return List

constraint_ protected property

protected Constraint,QLNet constraint_
return QLNet.Constraint

shortRateEndCriteria_ protected property

protected EndCriteria.Type shortRateEndCriteria_
return EndCriteria.Type