C# 클래스 CIRProcess.CapCIREstimator

상속: IEstimator, IMenuItemDescription
파일 보기 프로젝트 열기: fairmat/InterestRatesModels

공개 메소드들

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

Attempts a calibration through CapsCIROptimizationProblem 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.

메소드 상세

Estimate() 공개 메소드

Attempts a calibration through CapsCIROptimizationProblem 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 A controller used for the optimization process.
properties object>.Dictionary
리턴 EstimationResult

GetRequirements() 공개 메소드

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 The parameter is not used.
리턴 EstimateRequirement[]