/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableHestonModel.java
volatilityInfo = new ScalarParameterInformationImplementation( true, new Unconstrained( ) ) ;kappaInfo = new ScalarParameterInformationImplementation( true, new Unconstrained( ) ) ;
kappaInfo = new ScalarParameterInformationImplementation ( true, new Unconstrained ( ) ) ;
private final double[] parameterLowerBounds; public CalibratableHestonModel(final HestonModelDescriptor descriptor) { super(); this.descriptor = descriptor; volatilityInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); thetaInfo =new ScalarParameterInformationImplementation(true, new Unconstrained()); <extra_id_0> xiInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); rhoInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); applyFellerConstraint = false; parameterUpperBounds = extractUpperBounds(); parameterLowerBounds = extractLowerBounds(); }