public override void update()
{
List <double> times = new List <double>(), blackVols = new List <double>();
for (int i = 0; i < xBegin_.Count; ++i)
{
times.Add(xBegin_[i]);
blackVols.Add(yBegin_[i]);
}
abcdCalibrator_ = new AbcdCalibration(times, blackVols,
abcdCoeffHolder_.a_.Value,
abcdCoeffHolder_.b_.Value,
abcdCoeffHolder_.c_.Value,
abcdCoeffHolder_.d_.Value,
abcdCoeffHolder_.aIsFixed_,
abcdCoeffHolder_.bIsFixed_,
abcdCoeffHolder_.cIsFixed_,
abcdCoeffHolder_.dIsFixed_,
vegaWeighted_,
endCriteria_,
optMethod_);
abcdCalibrator_.compute();
abcdCoeffHolder_.a_ = abcdCalibrator_.a();
abcdCoeffHolder_.b_ = abcdCalibrator_.b();
abcdCoeffHolder_.c_ = abcdCalibrator_.c();
abcdCoeffHolder_.d_ = abcdCalibrator_.d();
abcdCoeffHolder_.k_ = abcdCalibrator_.k(times, blackVols);
abcdCoeffHolder_.error_ = abcdCalibrator_.error();
abcdCoeffHolder_.maxError_ = abcdCalibrator_.maxError();
abcdCoeffHolder_.abcdEndCriteria_ = abcdCalibrator_.endCriteria();
}
public AbcdError(AbcdCalibration abcd)
{
abcd_ = abcd;
}
