Package org.jquantlib.math.optimization

Examples of org.jquantlib.math.optimization.LevenbergMarquardt.minimize()


                }

                final PenaltyFunction currentCost = new PenaltyFunction(initialDataPoint, (i - localisation + 1), (i + 1));

                final Problem toSolve = new Problem(currentCost, solverConstraint, new Array(startArray));
                final EndCriteria.Type endType = solver.minimize (toSolve, endCriteria);

                QL.require (endType == EndCriteria.Type.StationaryFunctionAccuracy ||
                            endType == EndCriteria.Type.StationaryFunctionValue,
                            "Unable to strip yieldcurve to required accuracy");
            }
View Full Code Here

TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.