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updated almost 2 years ago

Pricing and Calibration Framework (Object Oriented) by Kienitz Wetterau FinModelling

Object Oriented Framework for Pricing, Calibration and Hedging. (pricing, calibration, forward start options)

BoundConstraints(xvec,lb,ub,varargin)

GradientEval(fobj,xk,fval,varargin)

HessApprox(oldGradF,oldX,newGradF,newX,oldHessian)

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