Uses of Class
org.drip.product.definition.CalibratableComponent

Packages that use CalibratableComponent

Package	Description
org.drip.analytics.definition
org.drip.analytics.input
org.drip.analytics.support
org.drip.param.market
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.basis
org.drip.state.boot
org.drip.state.creator
org.drip.state.credit
org.drip.state.curve
org.drip.state.discount
org.drip.state.estimator
org.drip.state.forward
org.drip.state.fx
org.drip.state.govvie
org.drip.state.inference
org.drip.state.repo

Uses of CalibratableComponent in org.drip.analytics.definition

Methods in org.drip.analytics.definition that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	NodeStructure.calibComp()
CalibratableComponent[]	MarketSurface.calibComp()
CalibratableComponent[]	Curve.calibComp() Retrieve the Calibration Components

Uses of CalibratableComponent in org.drip.analytics.input

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

Modifier and Type	Method and Description
CalibratableComponent[]	LatentStateShapePreservingCCIS.components()
CalibratableComponent[]	CurveConstructionInputSet.components() Retrieve the Array of the Calibration Components
CalibratableComponent[]	BootCurveConstructionInput.components()

Methods in org.drip.analytics.input with parameters of type CalibratableComponent

Modifier and Type	Method and Description
static BootCurveConstructionInput	BootCurveConstructionInput.Create(ValuationParams valParam, ValuationCustomizationParams quotingParam, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, LatentStateFixingsContainer lsfc) Create an Instance of BootCurveConstructionInput from the given Calibration Inputs

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

Constructor and Description
BootCurveConstructionInput(ValuationParams valParam, ValuationCustomizationParams quotingParam, CalibratableComponent[] aCalibInst, CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mapQuote, CaseInsensitiveTreeMap<java.lang.String[]> mapMeasures, LatentStateFixingsContainer lsfc) BootCurveConstructionInput constructor

Uses of CalibratableComponent in org.drip.analytics.support

Methods in org.drip.analytics.support that return CalibratableComponent

Modifier and Type	Method and Description
static CalibratableComponent[]	ForwardDecompositionUtil.CalibratableFixedIncomeComponentForwardArray(CalibratableComponent rc) Decompose the Rates Component into an Array of Single Forward Rates Components
static CalibratableComponent[]	ForwardDecompositionUtil.DualStreamForwardArray(DualStreamComponent dsc) Decompose the Dual Stream Component into an Array of Single Forward Period Dual Streams

Methods in org.drip.analytics.support with parameters of type CalibratableComponent

Modifier and Type	Method and Description
static CalibratableComponent[]	ForwardDecompositionUtil.CalibratableFixedIncomeComponentForwardArray(CalibratableComponent rc) Decompose the Rates Component into an Array of Single Forward Rates Components

Uses of CalibratableComponent in org.drip.param.market

Constructors in org.drip.param.market with parameters of type CalibratableComponent

Constructor and Description
CreditCurveScenarioContainer(CalibratableComponent[] aCalibInst, double dblCouponBump, double dblRecoveryBump) Construct CreditCurveScenarioContainer from the array of calibration instruments, the coupon bump parameter, and the recovery bump parameter
DiscountCurveScenarioContainer(CalibratableComponent[] aCalibInst) Constructs an DiscountCurveScenarioContainer instance from the corresponding DiscountCurveScenarioGenerator

Uses of CalibratableComponent in org.drip.product.credit

Subclasses of CalibratableComponent in org.drip.product.credit

Modifier and Type	Class and Description
class	BondComponent BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
class	CDSComponent CDSComponent implements the credit default swap product contract details.

Uses of CalibratableComponent in org.drip.product.definition

Subclasses of CalibratableComponent in org.drip.product.definition

Modifier and Type	Class and Description
class	Bond Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
class	CreditComponent CreditComponent is the base abstract class on top of which all credit components are implemented.
class	CreditDefaultSwap CreditDefaultSwap is the base abstract class implements the pricing, the valuation, and the RV analytics functionality for the CDS product.

Uses of CalibratableComponent in org.drip.product.fra

Subclasses of CalibratableComponent in org.drip.product.fra

Modifier and Type	Class and Description
class	FRAMarketComponent FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
class	FRAStandardCapFloor FRAStandardCapFloor implements the Caps and Floors on the Standard FRA.
class	FRAStandardCapFloorlet FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet.
class	FRAStandardComponent FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.

Uses of CalibratableComponent in org.drip.product.fx

Subclasses of CalibratableComponent in org.drip.product.fx

Modifier and Type	Class and Description
class	FXForwardComponent FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.

Methods in org.drip.product.fx that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent	ComponentPair.derivedComponent() Retrieve the Derived Component
CalibratableComponent	ComponentPair.referenceComponent() Retrieve the Reference Component

Constructors in org.drip.product.fx with parameters of type CalibratableComponent

Constructor and Description
ComponentPair(java.lang.String strName, CalibratableComponent rcReference, CalibratableComponent rcDerived, FixingSetting fxFixingSetting) ComponentPair constructor

Uses of CalibratableComponent in org.drip.product.govvie

Subclasses of CalibratableComponent in org.drip.product.govvie

Modifier and Type	Class and Description
class	TreasuryComponent TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.

Uses of CalibratableComponent in org.drip.product.option

Subclasses of CalibratableComponent in org.drip.product.option

Modifier and Type	Class and Description
class	CDSEuropeanOption CDSEuropeanOption implements the Payer/Receiver European Option on a CDS.
class	FixFloatEuropeanOption FixFloatEuropeanOption implements the Payer/Receiver European Option on the Fix-Float Swap.
class	OptionComponent OptionComponent extends ComponentMarketParamRef and provides the following methods: - Get the component's initial notional, notional, and coupon.

Uses of CalibratableComponent in org.drip.product.rates

Subclasses of CalibratableComponent in org.drip.product.rates

Modifier and Type	Class and Description
class	DualStreamComponent DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.
class	FixFloatComponent FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
class	FloatFloatComponent FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
class	RatesBasket RatesBasket contains the implementation of the Basket of Rates Component legs.
class	SingleStreamComponent SingleStreamComponent implements fixed income component that is based off of a single stream.

Uses of CalibratableComponent in org.drip.state.basis

Methods in org.drip.state.basis that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	BasisCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type CalibratableComponent

Modifier and Type	Method and Description
static CreditCurve	CreditCurveScenario.Standard(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblRecovery, boolean bFlat, MergedDiscountForwardCurve dc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Credit Curve
static MergedDiscountForwardCurve	DiscountCurveScenario.Standard(ValuationParams valParams, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblBump, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a discount curve
static CreditCurve[]	CreditCurveScenario.Tenor(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblRecovery, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an array of tenor bumped credit curves
static MergedDiscountForwardCurve[]	DiscountCurveScenario.Tenor(ValuationParams valParams, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblBump, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate an array of tenor bumped discount curves
static CaseInsensitiveTreeMap<CreditCurve>	CreditCurveScenario.TenorMap(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblRecovery, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an tenor named map of tenor bumped credit curves
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	DiscountCurveScenario.TenorMap(ValuationParams valParams, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblBump, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a tenor map of tenor bumped discount curves

Uses of CalibratableComponent in org.drip.state.creator

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

Modifier and Type	Method and Description
static CreditCurveScenarioContainer	ScenarioCreditCurveBuilder.CreateCCSC(CalibratableComponent[] aCalibInst) Create CreditScenarioCurve from the array of calibration instruments
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicKLKHyperbolicDFRateShapePreserver(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, boolean bZeroSmooth) Construct an instance of the Shape Preserver of the KLK Hyperbolic Tension Type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicKLKHyperbolicDFRateShapePreserver(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, boolean bZeroSmooth) Construct an instance of the Shape Preserver of the KLK Hyperbolic Tension Type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicPolyDFRateShapePreserver(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, boolean bZeroSmooth) Construct an instance of the Shape Preserver of the Cubic Polynomial Type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicPolyDFRateShapePreserver(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, boolean bZeroSmooth) Construct an instance of the Shape Preserver of the Cubic Polynomial Type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.CubicPolyShapePreserver(java.lang.String strName, CurrencyPair cp, int iSpotDate, CalibratableComponent[] aComp, double[] adblQuote, java.lang.String strManifestMeasure, double dblFXSpot) Construct an Instance of the Shape Preserver of the Cubic Polynomial Type, using the Specified Basis Set Builder Parameters.
static GovvieCurve	ScenarioGovvieCurveBuilder.CubicPolyShapePreserver(java.lang.String strName, java.lang.String strTreasuryCode, java.lang.String strCurrency, int iSpotDate, CalibratableComponent[] aComp, double[] adblQuote, java.lang.String strManifestMeasure) Construct an Instance of the Shape Preserver of the Cubic Polynomial Type, using the Specified Basis Set Builder Parameters.
static CreditCurve	ScenarioCreditCurveBuilder.Custom(java.lang.String strName, JulianDate dtSpot, CalibratableComponent[] aCalibInst, MergedDiscountForwardCurve dc, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblRecovery, boolean bFlat) Calibrate the base credit curve from the input credit instruments, measures, and the quotes
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomDENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String strTenor1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String strTenor2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) Customizable DENSE Curve Creation Methodology - the references are: - Sankar, L.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomDENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String strTenor1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String strTenor2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) Customizable DENSE Curve Creation Methodology - the references are: - Sankar, L.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
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.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.DUALDENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String strTenor1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String strTenor2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DUALDENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String strTenor1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String strTenor2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.
static DiscountCurveScenarioContainer	ScenarioDiscountCurveBuilder.FromIRCSG(java.lang.String strCurrency, CalibratableComponent[] aCalibInst) Create an DiscountCurveScenarioContainer Instance from the currency and the array of the calibration instruments
static GovvieCurve	ScenarioGovvieCurveBuilder.LinearPolyShapePreserver(java.lang.String strName, java.lang.String strTreasuryCode, java.lang.String strCurrency, int iSpotDate, CalibratableComponent[] aComp, double[] adblQuote, java.lang.String strManifestMeasure) Construct an Instance of the Shape Preserver of the Linear Polynomial Type, using the Specified Basis Set Builder Parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.NonlinearBuild(JulianDate dt, java.lang.String strCurrency, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, LatentStateFixingsContainer lsfc) Create Discount Curve from the Calibration Instruments
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(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(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.

Uses of CalibratableComponent in org.drip.state.credit

Methods in org.drip.state.credit that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	CreditCurve.calibComp()

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

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 CalibratableComponent in org.drip.state.curve

Methods in org.drip.state.curve that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	ZeroRateDiscountCurve.calibComp()
CalibratableComponent[]	DiscountFactorDiscountCurve.calibComp()
CalibratableComponent[]	DeterministicCollateralChoiceDiscountCurve.calibComp()
CalibratableComponent[]	DerivedZeroRate.calibComp()

Uses of CalibratableComponent in org.drip.state.discount

Methods in org.drip.state.discount that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	ExplicitBootDiscountCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type CalibratableComponent

Modifier and Type	Method and Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a FX Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a FX Latent State Stretch Spec Instance

Uses of CalibratableComponent in org.drip.state.forward

Methods in org.drip.state.forward that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	ForwardCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.fx

Methods in org.drip.state.fx that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	FXCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.govvie

Methods in org.drip.state.govvie that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	GovvieCurve.calibComp()
CalibratableComponent[]	ExplicitBootGovvieCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.inference

Methods in org.drip.state.inference that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent	LatentStateSegmentSpec.component() Retrieve the Calibration Component

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

Constructor and Description
LatentStateSegmentSpec(CalibratableComponent cfic, ProductQuoteSet pqs) LatentStateSegmentSpec constructor

Uses of CalibratableComponent in org.drip.state.repo

Methods in org.drip.state.repo that return CalibratableComponent

Modifier and Type	Method and Description
CalibratableComponent[]	RepoCurve.calibComp()