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void | update () override |
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virtual void | calibrate (const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) |
| Calibrate to a set of market instruments (usually caps/swaptions) More...
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virtual void | calibrate (const std::vector< boost::shared_ptr< BlackCalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >(), const std::vector< bool > &fixParameters=std::vector< bool >()) |
| for backward compatibility
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Real | value (const Array ¶ms, const std::vector< boost::shared_ptr< CalibrationHelper > > &) |
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Real | value (const Array ¶ms, const std::vector< boost::shared_ptr< BlackCalibrationHelper > > &) |
| for backward compatibility
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const boost::shared_ptr< Constraint > & | constraint () const |
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EndCriteria::Type | endCriteria () const |
| Returns end criteria result.
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const Array & | problemValues () const |
| Returns the problem values.
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Array | params () const |
| Returns array of arguments on which calibration is done.
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virtual void | setParams (const Array ¶ms) |
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Calibrated model class with linkable parameters.