Package com.opengamma.analytics.financial.model.volatility.smile.fitting

Examples of com.opengamma.analytics.financial.model.volatility.smile.fitting.SABRModelFitter.solve()


    if (n == 3 || !_globalBetaSearch) {
      fixed.set(1); //fixed beta
    }

    //do a global fit first
    final LeastSquareResultsWithTransform gRes = globalFitter.solve(start, fixed);

    if (n == 3) {
      if (gRes.getChiSq() / n > 1.0) {
        s_logger.warn("chi^2 on SABR fit to ", +n + " points is " + gRes.getChiSq());
      }
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