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 classBaseNewtonVectorRootFinderBase implementation for all Newton-Raphson style multi-dimensional root finding (i.e.classBroydenVectorRootFinderA root finder using Broyden's Jacobian update formula.classNewtonDefaultVectorRootFinderA root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).classShermanMorrisonVectorRootFinderA 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 NewtonVectorRootFinderNewtonVectorRootFinder. broyden()Obtains an instance of the Broyden root finder.static NewtonVectorRootFinderNewtonVectorRootFinder. broyden(double absoluteTol, double relativeTol, int maxSteps)Obtains an instance of the Broyden root finder specifying the tolerances.static NewtonVectorRootFinderNewtonVectorRootFinder. 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 RatesCurveCalibratorRatesCurveCalibrator. of(NewtonVectorRootFinder rootFinder, CalibrationMeasures measures, CalibrationMeasures pvMeasures)Obtains an instance specifying the measures to use.
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