/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.capletstripping;
import com.opengamma.analytics.financial.model.volatility.discrete.DiscreteVolatilityFunction;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
/**
* The result of a root-finder based caplet stripping
*/
public class CapletStrippingResultRootFind extends CapletStrippingResult {
/**
* set up the results
* @param fitParms The calibrated model parameters
* @param func the function that maps model parameters into caplet volatilities
* @param pricer The pricer (which contained the details of the market values of the caps/floors) used in the calibrate
*/
public CapletStrippingResultRootFind(final DoubleMatrix1D fitParms, final DiscreteVolatilityFunction func, final MultiCapFloorPricer pricer) {
super(fitParms, func, pricer);
}
@Override
public double getChiSqr() {
return 0;
}
}