net.finmath.marketdata.model.volatilities

Class AbstractVolatilitySurfaceParametric

java.lang.Object

net.finmath.marketdata.model.volatilities.AbstractVolatilitySurface

net.finmath.marketdata.model.volatilities.AbstractVolatilitySurfaceParametric

All Implemented Interfaces:

java.lang.Cloneable, ParameterObjectInterface, VolatilitySurfaceInterface

Direct Known Subclasses:

CapletVolatilitiesParametric

public abstract class AbstractVolatilitySurfaceParametric
extends AbstractVolatilitySurface
implements ParameterObjectInterface

Nested Class Summary

Nested classes/interfaces inherited from interface net.finmath.marketdata.model.volatilities.VolatilitySurfaceInterface

VolatilitySurfaceInterface.QuotingConvention

Constructor Summary

Constructors

Constructor and Description
AbstractVolatilitySurfaceParametric(java.lang.String name, java.util.Calendar referenceDate)

Method Summary

Modifier and Type	Method and Description
AbstractVolatilitySurfaceParametric	getCloneCalibrated(AnalyticModelInterface calibrationModel, java.util.Vector<AnalyticProductInterface> calibrationProducts, java.util.List<java.lang.Double> calibrationTargetValues, java.util.Map<java.lang.String,java.lang.Object> calibrationParameters)
abstract AbstractVolatilitySurfaceParametric	getCloneForParameter(double[] value) Returns a clone of this volatility surface with modified parameters.

Methods inherited from class net.finmath.marketdata.model.volatilities.AbstractVolatilitySurface

clone, convertFromTo, convertFromTo, getName, getQuotingConvention, getReferenceDate, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface net.finmath.marketdata.calibration.ParameterObjectInterface

getParameter, setParameter

Methods inherited from interface net.finmath.marketdata.model.volatilities.VolatilitySurfaceInterface

getValue, getValue

Constructor Detail

AbstractVolatilitySurfaceParametric

public AbstractVolatilitySurfaceParametric(java.lang.String name,
                                           java.util.Calendar referenceDate)

Method Detail

getCloneForParameter

public abstract AbstractVolatilitySurfaceParametric getCloneForParameter(double[] value)
                                                                  throws java.lang.CloneNotSupportedException

Returns a clone of this volatility surface with modified parameters.

Specified by:

getCloneForParameter in interface ParameterObjectInterface

Parameters:

value - Parameter array.

Returns:

Clone with new parameters.

Throws:

java.lang.CloneNotSupportedException - Thrown if this object cannot be cloned.

getCloneCalibrated

public AbstractVolatilitySurfaceParametric getCloneCalibrated(AnalyticModelInterface calibrationModel,
                                                              java.util.Vector<AnalyticProductInterface> calibrationProducts,
                                                              java.util.List<java.lang.Double> calibrationTargetValues,
                                                              java.util.Map<java.lang.String,java.lang.Object> calibrationParameters)
                                                       throws CalculationException,
                                                              SolverException

Throws:

CalculationException

SolverException