C# Class Pelsser.Calibration.CapletEstimator

Inheritance: IEstimatorEx, IDescription
Afficher le fichier Open project: fairmat/InterestRatesModels Class Usage Examples

Méthodes publiques

Méthode Description
Estimate ( List data, IEstimationSettings settings = null, IController controller = null, object>.Dictionary properties = null ) : EstimationResult

Attempts a calibration through PelsserCappletOptimizationProblem using caps matrices.
GetRequirements ( IEstimationSettings settings, EstimateQuery query ) : EstimateRequirement[]

Gets the types required by the estimator in order to work: InterestRateMarketData is the only required type for this estimator.

Method Details

Estimate() public méthode

Attempts a calibration through PelsserCappletOptimizationProblem using caps matrices.
public Estimate ( List data, IEstimationSettings settings = null, IController controller = null, object>.Dictionary properties = null ) : EstimationResult
data List The data to be used in order to perform the calibration.
settings IEstimationSettings The parameter is not used.
controller IController The controller which may be used to cancel the process.
properties object>.Dictionary
Résultat EstimationResult

GetRequirements() public méthode

Gets the types required by the estimator in order to work: InterestRateMarketData is the only required type for this estimator.
public GetRequirements ( IEstimationSettings settings, EstimateQuery query ) : EstimateRequirement[]
settings IEstimationSettings The parameter is not used.
query EstimateQuery
Résultat EstimateRequirement[]