/// <summary>
 /// Default constructor
 /// </summary>
 public CalibrationSettings()
 {
     CascadeParam    = new CascadeParameters();
     HSmoothWeight   = 0.001;
     VSmoothWeight   = 0.001;
     SwaptionWeight  = 1;
     CapletWeight    = 1;
     ExponentialForm = true;
     ThreadCount     = 2;
     MaxIteration    = 100;
 }
 /// <summary>
 /// Custom constructor
 /// </summary>
 /// <param name="hWeight">horizontal weight</param>
 /// <param name="vWeight">vertical weight</param>
 /// <param name="sWeight">swaption weight</param>
 /// <param name="cWeight">caplet weight</param>
 /// <param name="expForm">whether to use exponential form for input vector</param>
 /// <param name="threads">number of threads used</param>
 /// <param name="maxIterations">maximum number of iterations</param>
 /// <param name="cascadeParam">cascade specifications</param>
 public CalibrationSettings(double hWeight, double vWeight, double sWeight, double cWeight, bool expForm, int threads, int maxIterations, CascadeParameters cascadeParam)
 {
     CascadeParam    = cascadeParam;
     HSmoothWeight   = hWeight;
     VSmoothWeight   = vWeight;
     SwaptionWeight  = sWeight;
     CapletWeight    = cWeight;
     ExponentialForm = expForm;
     ThreadCount     = threads;
     MaxIteration    = maxIterations;
 }
 public override bool TryParsePrefab(string text, out CascadeParameters value)
 {
     throw new System.NotImplementedException();
 }