Uses of Interface
com.opengamma.strata.math.impl.minimization.ParameterLimitsTransform
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Packages that use ParameterLimitsTransform Package Description com.opengamma.strata.math.impl.minimization com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
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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 classDoubleRangeLimitTransformLimit transform.classNullTransformProvides a null implementation of parameter transformation; the functions return unchanged values.classSingleRangeLimitTransformIf 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.
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