Uses of Class
com.opengamma.strata.math.impl.statistics.leastsquare.LeastSquareResultsWithTransform

Packages that use LeastSquareResultsWithTransform

Package	Description
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of LeastSquareResultsWithTransform in com.opengamma.strata.pricer.impl.volatility.smile

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return LeastSquareResultsWithTransform

Modifier and Type	Method	Description
LeastSquareResultsWithTransform	SmileModelFitter.solve(DoubleArray start)	Solves using the default NonLinearParameterTransforms for the concrete implementation.
LeastSquareResultsWithTransform	SmileModelFitter.solve(DoubleArray start, NonLinearParameterTransforms transform)	Solve using a user supplied NonLinearParameterTransforms.
LeastSquareResultsWithTransform	SmileModelFitter.solve(DoubleArray start, BitSet fixed)	Solve using the default NonLinearParameterTransforms for the concrete implementation with some parameters fixed to their initial values (indicated by fixed).

Uses of LeastSquareResultsWithTransform in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type LeastSquareResultsWithTransform

Modifier and Type	Method	Description
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray blackVolatilitiesInput, double shiftInput, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray normalVolatilities, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromPrices(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray prices, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of option prices at given moneyness.