C# Class QLNet.CalibratedModel.CalibrationFunction

Inheritance: QLNet.CostFunction

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Public Methods

Method	Description
CalibrationFunction ( CalibratedModel model, List instruments, List weights ) : System
finiteDifferenceEpsilon ( ) : double
value ( Vector p ) : double
values ( Vector p ) : Vector

Method Details

CalibrationFunction() public method

public CalibrationFunction ( CalibratedModel model, List instruments, List weights ) : System
model	CalibratedModel
instruments	List
weights	List
return	System

finiteDifferenceEpsilon() public method

public finiteDifferenceEpsilon ( ) : double
return	double

value() public method

public value ( Vector p ) : double
p	Vector
return	double

values() public method

public values ( Vector p ) : Vector
p	Vector
return	Vector