QLNet.CalibratedModel.calibrate C# (CSharp) Метод

        public void calibrate(List<CalibrationHelper> instruments, OptimizationMethod method, EndCriteria endCriteria,
            Constraint additionalConstraint, List<double> weights)
        {
            if (!(weights.Count == 0 || weights.Count == instruments.Count))
                throw new ApplicationException("mismatch between number of instruments and weights");

            Constraint c;
            if (additionalConstraint.empty())
                c = constraint_;
            else
                c = new CompositeConstraint(constraint_,additionalConstraint);
            List<double> w = weights.Count == 0 ? new InitializedList<double>(instruments.Count, 1.0): weights;
            CalibrationFunction f = new CalibrationFunction(this, instruments, w);

            Problem prob = new Problem(f, c, parameters());
            shortRateEndCriteria_ = method.minimize(prob, endCriteria);
            Vector result = new Vector(prob.currentValue());
            setParams(result);
            // recheck
            Vector shortRateProblemValues_ = prob.values(result);

            notifyObservers();
        }