// curve optimization called here- adjust optimization parameters here internal void calculate() { FittingCost costFunction = costFunction_; Constraint constraint = new NoConstraint(); // start with the guess solution, if it exists Vector x = new Vector(size(), 0.0); if (!curve_.guessSolution_.empty()) { x = curve_.guessSolution_; } if (curve_.maxEvaluations_ == 0) { //Don't calculate, simply use given parameters to provide a fitted curve. //This turns the fittedbonddiscountcurve into an evaluator of the parametric //curve, for example allowing to use the parameters for a credit spread curve //calculated with bonds in one currency to be coupled to a discount curve in //another currency. return; } //workaround for backwards compatibility OptimizationMethod optimization = optimizationMethod_; if (optimization == null) { optimization = new Simplex(curve_.simplexLambda_); } Problem problem = new Problem(costFunction, constraint, x); double rootEpsilon = curve_.accuracy_; double functionEpsilon = curve_.accuracy_; double gradientNormEpsilon = curve_.accuracy_; EndCriteria endCriteria = new EndCriteria(curve_.maxEvaluations_, curve_.maxStationaryStateIterations_, rootEpsilon, functionEpsilon, gradientNormEpsilon); optimization.minimize(problem, endCriteria); solution_ = problem.currentValue(); numberOfIterations_ = problem.functionEvaluation(); costValue_ = problem.functionValue(); // save the results as the guess solution, in case of recalculation curve_.guessSolution_ = solution_; }