Uses of Package
com.opengamma.strata.math.impl.statistics.leastsquare
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Packages that use com.opengamma.strata.math.impl.statistics.leastsquare Package Description com.opengamma.strata.math.impl.interpolation com.opengamma.strata.math.impl.statistics.leastsquare com.opengamma.strata.pricer.impl.volatility.smile Internal implementations of volatility smile.com.opengamma.strata.pricer.swaption Calculators for swaptions. -
Classes in com.opengamma.strata.math.impl.statistics.leastsquare used by com.opengamma.strata.math.impl.interpolation Class Description GeneralizedLeastSquareResults Generalized least square calculator. -
Classes in com.opengamma.strata.math.impl.statistics.leastsquare used by com.opengamma.strata.math.impl.statistics.leastsquare Class Description GeneralizedLeastSquareResults Generalized least square calculator.LeastSquareResults Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set.LeastSquareWithPenaltyResults Hold for results ofNonLinearLeastSquareWithPenalty
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Classes in com.opengamma.strata.math.impl.statistics.leastsquare used by com.opengamma.strata.pricer.impl.volatility.smile Class Description LeastSquareResultsWithTransform Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set, but the model parameters are first transformed to some fitting parameters (usually to impose some constants). -
Classes in com.opengamma.strata.math.impl.statistics.leastsquare used by com.opengamma.strata.pricer.swaption Class Description LeastSquareResultsWithTransform Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set, but the model parameters are first transformed to some fitting parameters (usually to impose some constants).