Uses of Record Class
com.quantfinlib.pricing.HestonCalibrator.Result

Packages that use HestonCalibrator.Result

Package	Description
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.

Uses of HestonCalibrator.Result in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return HestonCalibrator.Result

Modifier and Type	Method	Description
static HestonCalibrator.Result	HestonCalibrator.calibrate(double spot, double rate, double divYield, double[] strikes, double[] maturities, double[] impliedVols, Heston.Params initial)	Calibrates with at most 200 iterations and tolerance 1e-12.
static HestonCalibrator.Result	HestonCalibrator.calibrate(double spot, double rate, double divYield, double[] strikes, double[] maturities, double[] impliedVols, Heston.Params initial, int maxIterations, double tolerance)	Calibrates to quotes (strikes[i], maturities[i], impliedVols[i]).