Record Class HestonCalibrator.Result

java.lang.Object

java.lang.Record

com.quantfinlib.pricing.HestonCalibrator.Result

Record Components:

params - fitted parameters

impliedVolRmse - root-mean-square implied-vol error of the fit (vol units)

iterations - Levenberg-Marquardt iterations taken

converged - true when the gradient or the relative cost change fell below tolerance

Enclosing class:

HestonCalibrator

public static record HestonCalibrator.Result(Heston.Params params, double impliedVolRmse, int iterations, boolean converged)
extends Record

Calibration outcome.

Constructor Summary

Constructors

Constructor	Description
Result(Heston.Params params, double impliedVolRmse, int iterations, boolean converged)	Creates an instance of a Result record class.

Method Summary

Modifier and Type	Method	Description
boolean	converged()	Returns the value of the converged record component.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
final int	hashCode()	Returns a hash code value for this object.
double	impliedVolRmse()	Returns the value of the impliedVolRmse record component.
int	iterations()	Returns the value of the iterations record component.
Heston.Params	params()	Returns the value of the params record component.
final String	toString()	Returns a string representation of this record class.

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Result

public Result(Heston.Params params,
 double impliedVolRmse,
 int iterations,
 boolean converged)

Creates an instance of a Result record class.

Parameters:

params - the value for the params record component

impliedVolRmse - the value for the impliedVolRmse record component

iterations - the value for the iterations record component

converged - the value for the converged record component

Method Details

toString

public final String toString()

Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.

Specified by:

toString in class Record

Returns:

a string representation of this object

hashCode

public final int hashCode()

Returns a hash code value for this object. The value is derived from the hash code of each of the record components.

Specified by:

hashCode in class Record

Returns:

a hash code value for this object

equals

public final boolean equals(Object o)

Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.

Specified by:

equals in class Record

Parameters:

o - the object with which to compare

Returns:

true if this object is the same as the o argument; false otherwise.

params

public Heston.Params params()

Returns the value of the params record component.

Returns:

the value of the params record component

impliedVolRmse

public double impliedVolRmse()

Returns the value of the impliedVolRmse record component.

Returns:

the value of the impliedVolRmse record component

iterations

public int iterations()

Returns the value of the iterations record component.

Returns:

the value of the iterations record component

converged

public boolean converged()

Returns the value of the converged record component.

Returns:

the value of the converged record component