Package net.finmath.smartcontract.valuation.marketdata.curvecalibration

Class CalibrationResult

java.lang.Object

net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationResult

public class CalibrationResult
extends Object

Contains the result of a calibration adding additional statistics to the calibrated model.

Constructor Summary

Constructors

Constructor	Description
CalibrationResult(net.finmath.marketdata.calibration.CalibratedCurves c, net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec... specs)

Method Summary

Modifier and Type	Method	Description
net.finmath.marketdata.model.AnalyticModel	getCalibratedModel()
LocalTime	getFreshness()
double	getSumOfSquaredErrors()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

CalibrationResult

public CalibrationResult(net.finmath.marketdata.calibration.CalibratedCurves c,
 net.finmath.marketdata.calibration.CalibratedCurves.CalibrationSpec... specs)

Method Details

getCalibratedModel

public net.finmath.marketdata.model.AnalyticModel getCalibratedModel()

getSumOfSquaredErrors

public double getSumOfSquaredErrors()

getFreshness

public LocalTime getFreshness()