/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableMertonModel.java
descriptor.getVolatility( ) ,descriptor.getDiscountCurveForForwardRate( ) ,descriptor.getDiscountCurveForDiscountRate( ) , volatility,jumpIntensity,jumpSizeMean,jumpSizeStdDev) ;
descriptor.getInitialValue ( ) ,descriptor.getDiscountCurveForForwardRate ( ) ,descriptor.getDiscountCurveForDiscountRate ( ) , volatility,jumpIntensity,jumpSizeMean,jumpSizeStdDev ) ;
public CalibratableProcess getCloneForModifiedParameters(final double[] parameters) { final double volatility = volatilityInfo.getIsParameterToCalibrate() == true ? volatilityInfo.getConstraint().apply(parameters[0]) : descriptor.getVolatility(); final double jumpIntensity = jumpIntensityInfo.getIsParameterToCalibrate() == true ? jumpIntensityInfo.getConstraint().apply(parameters[1]) : descriptor.getJumpIntensity(); final double jumpSizeMean = jumpSizeMeanInfo.getIsParameterToCalibrate() == true ? jumpSizeMeanInfo.getConstraint().apply(parameters[2]) : descriptor.getJumpSizeMean(); final double jumpSizeStdDev = jumpSizeStdDevInfo.getIsParameterToCalibrate() == true ? jumpSizeStdDevInfo.getConstraint().apply(parameters[3]) : descriptor.getJumpSizeStdDev(); final MertonModelDescriptor newDescriptor = new MertonModelDescriptor(descriptor.getReferenceDate(), <extra_id_0> return new CalibratableMertonModel(newDescriptor,volatilityInfo,jumpIntensityInfo,jumpSizeMeanInfo,jumpSizeStdDevInfo); } @Override public ModelDescriptor getModelDescriptor() { return descriptor; }