Uses of Interface
com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform
-
Packages that use ParameterLimitsTransform Package Description com.opengamma.strata.math.impl.minimization com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
-
Uses of ParameterLimitsTransform in com.opengamma.strata.math.impl.minimization
Classes in com.opengamma.strata.math.impl.minimization that implement ParameterLimitsTransform Modifier and Type Class Description class
DoubleRangeLimitTransform
Limit transform.class
NullTransform
Provides a null implementation of parameter transformation; the functions return unchanged values.class
SingleRangeLimitTransform
If a model parameter $x$ is constrained to be either above or below some level $a$ (i.e.Constructors in com.opengamma.strata.math.impl.minimization with parameters of type ParameterLimitsTransform Constructor Description UncoupledParameterTransforms(DoubleArray startValues, ParameterLimitsTransform[] transforms, BitSet fixed)
-
Uses of ParameterLimitsTransform in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return ParameterLimitsTransform Modifier and Type Method Description ParameterLimitsTransform[]
SabrIborCapletFloorletVolatilityCalibrationDefinition. createFullTransform(ParameterLimitsTransform[] transform)
Creates the transformation definition for all the curve parameters.Methods in com.opengamma.strata.pricer.capfloor with parameters of type ParameterLimitsTransform Modifier and Type Method Description ParameterLimitsTransform[]
SabrIborCapletFloorletVolatilityCalibrationDefinition. createFullTransform(ParameterLimitsTransform[] transform)
Creates the transformation definition for all the curve parameters.
-