Uses of Class
org.drip.param.pricer.CreditPricerParams

Packages that use CreditPricerParams

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.input
org.drip.param.pricer
org.drip.product.credit
org.drip.product.definition
org.drip.product.fra
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.rates
org.drip.state.creator
org.drip.state.credit
org.drip.state.inference
org.drip.state.nonlinear

Uses of CreditPricerParams in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow with parameters of type CreditPricerParams

Modifier and Type	Method and Description
java.util.List<LossQuadratureMetrics>	CompositePeriod.lossMetrics(CreditComponent comp, ValuationParams valParams, CreditPricerParams pricerParams, int iWorkoutDate, CurveSurfaceQuoteContainer csqs) Create a set of loss period measures

Uses of CreditPricerParams in org.drip.analytics.input

Methods in org.drip.analytics.input that return CreditPricerParams

Modifier and Type	Method and Description
CreditPricerParams	LatentStateShapePreservingCCIS.pricerParameter() Retrieve the Pricer Parameters
CreditPricerParams	CurveConstructionInputSet.pricerParameter() Retrieve the Pricer Parameters
CreditPricerParams	BootCurveConstructionInput.pricerParameter()

Constructors in org.drip.analytics.input with parameters of type CreditPricerParams

Constructor and Description
LatentStateShapePreservingCCIS(LinearLatentStateCalibrator llscShapePreserving, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs) LatentStateShapePreservingCCIS constructor

Uses of CreditPricerParams in org.drip.param.pricer

Methods in org.drip.param.pricer that return CreditPricerParams

Modifier and Type	Method and Description
static CreditPricerParams	CreditPricerParams.Standard() Create the standard Credit pricer parameters object instance

Uses of CreditPricerParams in org.drip.product.credit

Methods in org.drip.product.credit with parameters of type CreditPricerParams

Modifier and Type	Method and Description
double	CDSComponent.calibFlatSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Calibrate the CDS's flat spread from the calculated up-front points
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	BondComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
CDSComponent.SpreadCalibOP	CDSComponent.SpreadCalibrator.calibrateHazardFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPriceCalib) Calibrate the hazard rate from calibration price
PredictorResponseWeightConstraint	CDSComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	CDSComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	BondComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
java.util.List<LossQuadratureMetrics>	CDSComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc)
java.util.List<LossQuadratureMetrics>	BondComponent.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblPrice)
WengertJacobian	CDSComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	BondComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	CDSComponent.pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	BondComponent.pv(ValuationParams valParams, CreditPricerParams pricerParamsIn, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
BondRVMeasures	BondComponent.standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	BondComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSComponent.valueFromQuotedSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFixCoupon, double dblQuotedSpread)
PredictorResponseWeightConstraint	CDSComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of CreditPricerParams in org.drip.product.definition

Methods in org.drip.product.definition with parameters of type CreditPricerParams

Modifier and Type	Method and Description
abstract double	CreditDefaultSwap.calibFlatSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Calibrate the CDS's flat spread from the calculated up-front points
abstract CaseInsensitiveTreeMap<java.lang.Double>	CalibratableComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a Map of the Calibration Measures
PredictorResponseWeightConstraint	CalibratableComponent.calibPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Component from the Market Inputs.
CaseInsensitiveTreeMap<java.lang.Double>	Component.customScenarioMeasures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, java.lang.String strCustomScenName, ValuationCustomizationParams vcp, CaseInsensitiveTreeMap<java.lang.Double> mapBaseMeasures) Generate a full list of custom measures for the set of scenario market parameters present in the org.drip.param.definition.MarketParams
CaseInsensitiveTreeMap<java.lang.Double>	BasketProduct.customScenarioMeasures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, java.lang.String strCustomScenName, ValuationCustomizationParams vcp, CaseInsensitiveTreeMap<java.lang.Double> mapBase) Compute Basket's Custom Scenario Measures
abstract PredictorResponseWeightConstraint	CalibratableComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows.
abstract WengertJacobian	CalibratableComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Compute the Jacobian of the Dirty PV to the Calibrated Input Manifest Measures
abstract java.util.List<LossQuadratureMetrics>	CreditComponent.lossFlow(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc) Generate the loss flow for the credit component based on the pricer parameters
abstract java.util.List<LossQuadratureMetrics>	Bond.lossFlowFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPrice) Get the bond's loss flow from price
abstract WengertJacobian	CalibratableComponent.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Compute the micro-Jacobian of the given measure to the DF
ComponentMeasures	Component.measures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, ValuationCustomizationParams vcp) Generate a full list of the Product's measures for the set of scenario market parameters present in the org.drip.param.definition.MarketParams
BasketMeasures	BasketProduct.measures(ValuationParams valParams, CreditPricerParams pricerParams, ScenarioMarketParams mpc, ValuationCustomizationParams vcp) Generate a full list of the basket product measures for the set of scenario market parameters present in the org.drip.param.definition.MarketParams
double	Component.measureValue(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strMeasure) Calculate the value of the given Product's measure
double	BasketProduct.measureValue(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strMeasure) Calculate the value of the given basket product measure
abstract double	Component.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp) Compute the PV for the specified Market Parameters
abstract BondRVMeasures	Bond.standardMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, WorkoutInfo wi, double dblPrice) Calculate the full set of Bond RV Measures from the Price Input
abstract CaseInsensitiveTreeMap<java.lang.Double>	Component.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a full list of the Product measures for the full input set of market parameters
CaseInsensitiveTreeMap<java.lang.Double>	BasketProduct.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a full list of the basket product measures for the full input set of market parameters
abstract CaseInsensitiveTreeMap<java.lang.Double>	CreditDefaultSwap.valueFromQuotedSpread(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFixCoupon, double dblQuotedSpread) Value the CDS from the Quoted Spread
abstract PredictorResponseWeightConstraint	CalibratableComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows.

Uses of CreditPricerParams in org.drip.product.fra

Methods in org.drip.product.fra with parameters of type CreditPricerParams

Modifier and Type	Method and Description
double	FRAStandardCapFloor.atmPriceFromVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFlatVolatility) Compute the ATM Cap/Floor Price from the Flat Volatility
double	FRAStandardCapFloor.flatVolatilityFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCalibPrice) Imply the Flat Cap/Floor Volatility from the Calibration Price
PredictorResponseWeightConstraint	FRAStandardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	FRAStandardCapFloorlet.implyVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strCalibMeasure, double dblCalibValue) Imply the Flat Caplet/Floorlet Volatility from the Market Manifest Measure
WengertJacobian	FRAStandardComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	FRAStandardComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	FRAStandardCapFloorlet.price(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblVolatility) Compute the Caplet/Floorlet Price from the Inputs
double	FRAStandardCapFloor.priceFromFlatVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblFlatVolatility) Compute the Cap/Floor Price from the Flat Volatility
double	FRAStandardCapFloorlet.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	FRAStandardCapFloor.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
boolean	FRAStandardCapFloor.stripPiecewiseForwardVolatility(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCapVolatility, java.util.Map<JulianDate,java.lang.Double> mapDateVol) Strip the Piece-wise Constant Forward Rate Volatility of the Unmarked Segment of the Volatility Term Structure
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloorlet.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloor.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAMarketComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FRAStandardCapFloorlet.valueFromSurfaceVariance(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblIntegratedSurfaceVariance) Generate the Standard FRA Caplet/Floorlet Measures from the Integrated Surface Variance
double	FRAStandardCapFloor.volatilityFromATMPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblCalibPrice) Imply the Flat Cap/Floor Volatility from the Calibration ATM Price
PredictorResponseWeightConstraint	FRAStandardCapFloorlet.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardCapFloor.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of CreditPricerParams in org.drip.product.fx

Methods in org.drip.product.fx with parameters of type CreditPricerParams

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	FXForwardComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
PredictorResponseWeightConstraint	FXForwardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	FXForwardComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FXForwardComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FXForwardComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FXForwardComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	ForeignCollateralizedDomesticForward.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	DomesticCollateralizedForeignForward.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	ComponentPair.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
PredictorResponseWeightConstraint	FXForwardComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of CreditPricerParams in org.drip.product.govvie

Methods in org.drip.product.govvie with parameters of type CreditPricerParams

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	TreasuryComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
double	TreasuryFutures.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	TreasuryFutures.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)

Uses of CreditPricerParams in org.drip.product.option

Methods in org.drip.product.option with parameters of type CreditPricerParams

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	OptionComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
PredictorResponseWeightConstraint	OptionComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	OptionComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
WengertJacobian	OptionComponent.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
double	FixFloatEuropeanOption.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	CDSEuropeanOption.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatEuropeanOption.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	CDSEuropeanOption.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	CDSEuropeanOption.valueFromSurfaceVariance(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblIntegratedSurfaceVariance) Generate the Standard CDS European Option Measures from the Integrated Surface Variance
PredictorResponseWeightConstraint	FixFloatEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of CreditPricerParams in org.drip.product.rates

Methods in org.drip.product.rates with parameters of type CreditPricerParams

Modifier and Type	Method and Description
CaseInsensitiveTreeMap<java.lang.Double>	SingleStreamComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	RatesBasket.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FloatFloatComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatComponent.calibMeasures(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
PredictorResponseWeightConstraint	Stream.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Forward Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Merged Forward/Funding Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Funding Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve Yield Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
WengertJacobian	Stream.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate the Jacobian of the Dirty PV to the Manifest Measure
WengertJacobian	SingleStreamComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	RatesBasket.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FloatFloatComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FixFloatComponent.jackDDirtyPVDManifestMeasure(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	Stream.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate the micro-Jacobian of the Manifest Measure to the Discount Factor
WengertJacobian	SingleStreamComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	RatesBasket.manifestMeasureDFMicroJack(java.lang.String strMainfestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FloatFloatComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
WengertJacobian	FixFloatComponent.manifestMeasureDFMicroJack(java.lang.String strManifestMeasure, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	Stream.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp) Compute the PV for the specified Market Parameters
double	SingleStreamComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	RatesBasket.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp)
double	FloatFloatComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
double	FixFloatComponent.pv(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	Stream.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp) Generate a Value Map for the Stream
CaseInsensitiveTreeMap<java.lang.Double>	SingleStreamComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	RatesBasket.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
CaseInsensitiveTreeMap<java.lang.Double>	FloatFloatComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp)
CaseInsensitiveTreeMap<java.lang.Double>	FixFloatComponent.value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)
PredictorResponseWeightConstraint	Stream.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Curve Volatility Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of CreditPricerParams in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type CreditPricerParams

Modifier and Type	Method and Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DFRateShapePreserver(java.lang.String strName, ValuationParams valParams, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, double dblEpochResponse, boolean bZeroSmooth) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.ShapePreservingDFBuild(java.lang.String strCurrency, LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Discount Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ForwardLabel fri, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Forward Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String strName, ForwardLabel fri, ValuationParams valParams, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving FX Curve using the Custom Parameters
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String strName, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse, SegmentCustomBuilderControl scbc) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String strName, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, java.lang.String strTreasuryCode, java.lang.String strCurrency, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving Govvie Curve using the Custom Parameters
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(java.lang.String strName, java.lang.String strTreasuryCode, java.lang.String strCurrency, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, SegmentInelasticDesignControl sdic, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote) Construct an Instance of the Shape Preserver of the desired Basis Spline Type, using the specified Basis Spline Set Builder Parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingGlobalControlBuild(MergedDiscountForwardCurve dcShapePreserver, LinearLatentStateCalibrator llsc, GlobalControlCurveParams gccp, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam) Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingLocalControlBuild(MergedDiscountForwardCurve dcShapePreserver, LinearLatentStateCalibrator llsc, LocalControlCurveParams lccp, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam) Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters

Uses of CreditPricerParams in org.drip.state.credit

Methods in org.drip.state.credit with parameters of type CreditPricerParams

Modifier and Type	Method and Description
void	CreditCurve.setInstrCalibInputs(ValuationParams valParam, boolean bFlat, MergedDiscountForwardCurve dc, GovvieCurve gc, CreditPricerParams pricerParam, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, LatentStateFixingsContainer lsfc, ValuationCustomizationParams quotingParams) Set the calibration inputs for the CreditCurve

Uses of CreditPricerParams in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type CreditPricerParams

Modifier and Type	Method and Description
OverlappingStretchSpan	LinearLatentStateCalibrator.calibrateSpan(LatentStateStretchSpec[] aStretchSpec, double dblEpochResponse, ValuationParams valParams, CreditPricerParams pricerParams, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs) Calibrate the Span from the Instruments in the Stretches and their Details.

Constructors in org.drip.state.inference with parameters of type CreditPricerParams

Constructor and Description

LatentStateSequenceBuilder(double dblEpochResponse, LatentStateStretchSpec stretchSpec, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, Span span, StretchBestFitResponse sbfr, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> mapPMSC, StretchBestFitResponse sbfrQuoteSensitivity, BoundarySettings bs) LatentStateSequenceBuilder constructor

Uses of CreditPricerParams in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type CreditPricerParams

Modifier and Type

Method and Description

static boolean

NonlinearCurveBuilder.CreditCurve(ValuationParams valParams, Component calibComp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootCreditCurve ebcc, MergedDiscountForwardCurve dc, GovvieCurve gc, CreditPricerParams pricerParams, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a single Hazard Rate Node from the corresponding Component