Class IborCapletFloorletVolatilityCalibrationResult

  • All Implemented Interfaces:
    java.io.Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class IborCapletFloorletVolatilityCalibrationResult
    extends java.lang.Object
    implements org.joda.beans.ImmutableBean, java.io.Serializable
    Calibration result for Ibor caplet/floorlet volatilities.

    This stores caplet volatilities IborCapletFloorletVolatilities and chi square value chiSquare.

    See Also:
    Serialized Form
    • Method Detail

      • getVolatilities

        public IborCapletFloorletVolatilities getVolatilities()
        Gets the caplet volatilities.
        Returns:
        the value of the property, not null
      • getChiSquare

        public double getChiSquare()
        Gets the chi-square value.

        The chi square is 0 if the volatilities are computed by root-finding. The chi square is generally non-zero if the volatilities are computed by least square method.

        Returns:
        the value of the property, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object