Modifier and Type | Method and Description |
---|---|
LatentState |
NodeStructure.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
MarketSurface.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
NodeStructure.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
LatentState |
MarketSurface.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
static double[] |
Helper.TweakManifestMeasure(double[] adblQuotesIn,
ManifestMeasureTweak ntp)
Tweak the Manifest Measures (gor the given set of nodes) in accordance with the specified tweak
parameters
|
Modifier and Type | Class and Description |
---|---|
class |
CreditManifestMeasureTweak
CreditManifestMeasureTweak contains the place holder for the credit curve scenario tweak parameters: in
addition to the ResponseValueTweakParams fields, this exposes the calibration manifest measure, the curve
node, and the nodal calibration type (entire curve/flat or a given tenor point).
|
Modifier and Type | Method and Description |
---|---|
boolean |
CreditCurveScenarioContainer.cookCustomCC(java.lang.String strName,
java.lang.String strCustomName,
ValuationParams valParams,
MergedDiscountForwardCurve dc,
GovvieCurve gc,
java.lang.String[] astrCalibMeasure,
double[] adblQuote,
double dblRecovery,
LatentStateFixingsContainer lsfc,
ValuationCustomizationParams vcp,
boolean bFlat,
ManifestMeasureTweak rvtpDC,
ManifestMeasureTweak rvtpTSY,
ManifestMeasureTweak rvtpCC)
Cook the credit curve according to the desired tweak parameters
|
Modifier and Type | Method and Description |
---|---|
LatentState |
BasisCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
BasisCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
LatentState |
ForwardCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
ForwardCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
LatentState |
FXCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
FXCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
LatentState |
GovvieCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
GovvieCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
CreditCurve |
ForwardHazardCreditCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak mmtp) |
ExplicitBootDiscountCurve |
FlatForwardDiscountCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
Curve |
ForwardHazardCreditCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Curve |
FlatForwardDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
LatentState |
RepoCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp) |
LatentState |
RepoCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) |
Modifier and Type | Method and Description |
---|---|
LatentState |
LatentState.customTweakManifestMeasure(java.lang.String strManifestMeasure,
ManifestMeasureTweak rvtp)
Create a LatentState Instance from the Manifest Measure Tweak Parameters
|
LatentState |
LatentState.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Create a LatentState Instance from the Quantification Metric Tweak Parameters
|