Index

B

batch_size (cann.engine.calibration_config.CalibrationConfig attribute)

C

calibrate_model() (in module cann.engine.calibration) CalibrationConfig (class in cann.engine.calibration_config)

CalibrationResult (class in cann.engine.calibration_config) converged (cann.engine.calibration_config.CalibrationResult attribute)

D

diagnostics (cann.engine.calibration_config.CalibrationResult attribute)

F

final_loss (cann.engine.calibration_config.CalibrationResult attribute)

from_dict() (cann.engine.calibration_config.CalibrationConfig class method)

I

init (cann.engine.calibration_config.CalibrationConfig attribute)

M

market_inputs (cann.data.market_surface.MarketSurface attribute) MarketSurface (class in cann.data.market_surface)

max_iter (cann.engine.calibration_config.CalibrationConfig attribute) metadata (cann.data.market_surface.MarketSurface attribute) mutation (cann.engine.calibration_config.CalibrationConfig attribute)

N

num_function_evals (cann.engine.calibration_config.CalibrationResult attribute)

num_iterations (cann.engine.calibration_config.CalibrationResult attribute)

O

observed (cann.data.market_surface.MarketSurface attribute)

optimal_parameters (cann.engine.calibration_config.CalibrationResult attribute) optimizer (cann.engine.calibration_config.CalibrationConfig attribute)

P

polish (cann.engine.calibration_config.CalibrationConfig attribute) pop_size (cann.engine.calibration_config.CalibrationConfig attribute)

PretrainedHeston() (in module cann.pretrained) PretrainedRoughHeston() (in module cann.pretrained)

R

recombination (cann.engine.calibration_config.CalibrationConfig attribute)

runtime_seconds (cann.engine.calibration_config.CalibrationResult attribute)

S

seed (cann.engine.calibration_config.CalibrationConfig attribute)

strategy (cann.engine.calibration_config.CalibrationConfig attribute)

T

tol (cann.engine.calibration_config.CalibrationConfig attribute)

W

weight_atm (cann.engine.calibration_config.CalibrationConfig attribute)

weights (cann.data.market_surface.MarketSurface attribute)