Uses of Interface
com.opengamma.strata.math.impl.minimization.NonLinearParameterTransforms
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Packages that use NonLinearParameterTransforms Package Description com.opengamma.strata.math.impl.minimization com.opengamma.strata.math.impl.statistics.leastsquare com.opengamma.strata.pricer.impl.volatility.smile Internal implementations of volatility smile. -
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Uses of NonLinearParameterTransforms in com.opengamma.strata.math.impl.minimization
Classes in com.opengamma.strata.math.impl.minimization that implement NonLinearParameterTransforms Modifier and Type Class Description class
UncoupledParameterTransforms
For a set of n function parameters, this takes n ParameterLimitsTransform (which can be the NullTransform which does NOT transform the parameter) which transform a constrained function parameter (e.g.Constructors in com.opengamma.strata.math.impl.minimization with parameters of type NonLinearParameterTransforms Constructor Description NonLinearTransformFunction(Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, NonLinearParameterTransforms transform)
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Uses of NonLinearParameterTransforms in com.opengamma.strata.math.impl.statistics.leastsquare
Constructors in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type NonLinearParameterTransforms Constructor Description LeastSquareResultsWithTransform(LeastSquareResults transformedFitResult, NonLinearParameterTransforms transform)
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Uses of NonLinearParameterTransforms in com.opengamma.strata.pricer.impl.volatility.smile
Methods in com.opengamma.strata.pricer.impl.volatility.smile that return NonLinearParameterTransforms Modifier and Type Method Description protected NonLinearParameterTransforms
SabrModelFitter. getTransform(DoubleArray start)
protected NonLinearParameterTransforms
SabrModelFitter. getTransform(DoubleArray start, BitSet fixed)
protected abstract NonLinearParameterTransforms
SmileModelFitter. getTransform(DoubleArray start)
Obtains the nonlinear transformation of parameters from the initial values.protected abstract NonLinearParameterTransforms
SmileModelFitter. getTransform(DoubleArray start, BitSet fixed)
Obtains the nonlinear transformation of parameters from the initial values with some parameters fixed.Methods in com.opengamma.strata.pricer.impl.volatility.smile with parameters of type NonLinearParameterTransforms Modifier and Type Method Description protected Function<DoubleArray,Boolean>
SmileModelFitter. getConstraintFunction(NonLinearParameterTransforms t)
Obtains the constraint function.LeastSquareResultsWithTransform
SmileModelFitter. solve(DoubleArray start, NonLinearParameterTransforms transform)
Solve using a user supplied NonLinearParameterTransforms.
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