Examples of beta()

Examples of org.jquantlib.math.interpolations.SABRInterpolation.beta()

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                    sabrInterpolation.update();

                    // Recover SABR calibration parameters
                    final boolean failed = false;
                    final double calibratedAlpha = sabrInterpolation.alpha();
                    final double calibratedBeta  = sabrInterpolation.beta();
                    final double calibratedNu    = sabrInterpolation.nu();
                    final double calibratedRho   = sabrInterpolation.rho();

                    // TODO: remove these declarations. Added just to make it compile.
//                    final double calibratedAlpha = Double.NaN;
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Examples of org.jquantlib.math.interpolations.SABRInterpolation.beta()

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                    sabrInterpolation.update();

                    // Recover SABR calibration parameters
                    final boolean failed = false;
                    final double calibratedAlpha = sabrInterpolation.alpha();
                    final double calibratedBeta  = sabrInterpolation.beta();
                    final double calibratedNu    = sabrInterpolation.nu();
                    final double calibratedRho   = sabrInterpolation.rho();

                    // TODO: remove these declarations. Added just to make it compile.
//                    final double calibratedAlpha = Double.NaN;
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Examples of org.jquantlib.math.interpolations.SABRInterpolation.beta()

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                                         endCriteria, methods_.get(j));
                    sabrInterpolation.update();

                    // Recover SABR calibration parameters
                    final double calibratedAlpha = sabrInterpolation.alpha();
                    final double calibratedBeta = sabrInterpolation.beta();
                    final double calibratedNu = sabrInterpolation.nu();
                    final double calibratedRho = sabrInterpolation.rho();
                    double error;

                    // compare results: alpha
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