net.finmath.smartcontract.simulation.curvecalibration

Class CalibrationResult

java.lang.Object

net.finmath.smartcontract.simulation.curvecalibration.CalibrationResult

public class CalibrationResult
extends Object

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

Constructor Summary

Constructors

Constructor and Description
CalibrationResult(CalibratedCurves c, CalibratedCurves.CalibrationSpec... specs)

Method Summary

Modifier and Type	Method and Description
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 Detail

CalibrationResult

public CalibrationResult(CalibratedCurves c,
                         CalibratedCurves.CalibrationSpec... specs)

Method Detail

getCalibratedModel

public AnalyticModel getCalibratedModel()

getSumOfSquaredErrors

public double getSumOfSquaredErrors()

getFreshness

public LocalTime getFreshness()