| Package | Description |
|---|---|
| org.drip.param.definition | |
| org.drip.param.pricer |
| Modifier and Type | Method and Description |
|---|---|
static CalibrationParams |
CalibrationParams.Standard()
Create a standard calibration parameter instance around the price measure and base type
|
| Modifier and Type | Method and Description |
|---|---|
CalibrationParams |
CreditPricerParams.calibParams()
Retrieve the Calibration Parameters Instance
|
| Constructor and Description |
|---|
CreditPricerParams(int iUnitSize,
CalibrationParams calibParams,
boolean bSurvToPayDate,
int iDiscretizationScheme)
Create the pricer parameters from the discrete unit size, calibration mode on/off, survival to
pay/end date, and the discretization scheme
|