Uses of Interface
com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
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Packages that use NewtonVectorRootFinder Package Description com.opengamma.strata.math.impl.rootfinding.newton com.opengamma.strata.math.rootfind Root finding.com.opengamma.strata.pricer.curve Provides the ability to calibrate curves. -
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Uses of NewtonVectorRootFinder in com.opengamma.strata.math.impl.rootfinding.newton
Classes in com.opengamma.strata.math.impl.rootfinding.newton that implement NewtonVectorRootFinder Modifier and Type Class Description class
BaseNewtonVectorRootFinder
Base implementation for all Newton-Raphson style multi-dimensional root finding (i.e.class
BroydenVectorRootFinder
A root finder using Broyden's Jacobian update formula.class
NewtonDefaultVectorRootFinder
A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).class
ShermanMorrisonVectorRootFinder
A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula, thus providing a direct update formula for the inverse Jacobian. -
Uses of NewtonVectorRootFinder in com.opengamma.strata.math.rootfind
Methods in com.opengamma.strata.math.rootfind that return NewtonVectorRootFinder Modifier and Type Method Description static NewtonVectorRootFinder
NewtonVectorRootFinder. broyden()
Obtains an instance of the Broyden root finder.static NewtonVectorRootFinder
NewtonVectorRootFinder. broyden(double absoluteTol, double relativeTol, int maxSteps)
Obtains an instance of the Broyden root finder specifying the tolerances.static NewtonVectorRootFinder
NewtonVectorRootFinder. broyden(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomposition)
Obtains an instance of the Broyden root finder specifying the tolerances. -
Uses of NewtonVectorRootFinder in com.opengamma.strata.pricer.curve
Methods in com.opengamma.strata.pricer.curve with parameters of type NewtonVectorRootFinder Modifier and Type Method Description static RatesCurveCalibrator
RatesCurveCalibrator. of(NewtonVectorRootFinder rootFinder, CalibrationMeasures measures, CalibrationMeasures pvMeasures)
Obtains an instance specifying the measures to use.
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