C# Class QLNet.CalibratedModel

Inheritance: IObserver, IObservable

Mostrar archivo 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_oe property

protected List arguments_
return	List

constraint_ protected_oe property

protected Constraint,QLNet constraint_
return	QLNet.Constraint

shortRateEndCriteria_ protected_oe property

protected EndCriteria.Type shortRateEndCriteria_
return	EndCriteria.Type