Package | Description |
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org.drip.regression.spline | |
org.drip.spline.basis | |
org.drip.spline.params | |
org.drip.state.creator |
Constructor and Description |
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LocalControlBasisSplineRegressor(java.lang.String strName,
java.lang.String strScenarioName,
java.lang.String strBasisSpline,
FunctionSetBuilderParams fsbp,
int iCk)
LocalControlBasisSplineRegressor constructor
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Modifier and Type | Class and Description |
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class |
ExponentialMixtureSetParams
ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set -
the array of the exponential tension parameters, one per each entity in the mixture.
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class |
ExponentialRationalSetParams
ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set
- the exponential tension and the rational tension parameters.
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class |
ExponentialTensionSetParams
ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set -
currently it only contains the tension parameter.
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class |
KaklisPandelisSetParams
KaklisPandelisSetParams implements per-segment parameters for the Kaklis Pandelis basis set -
currently it only holds the polynomial tension degree.
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class |
PolynomialFunctionSetParams
PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline -
currently it holds the number of basis functions.
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Modifier and Type | Method and Description |
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FunctionSetBuilderParams |
SegmentCustomBuilderControl.basisSetParams()
Retrieve the Basis Set Parameters
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Constructor and Description |
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SegmentCustomBuilderControl(java.lang.String strBasisSpline,
FunctionSetBuilderParams fsbp,
SegmentInelasticDesignControl sdic,
ResponseScalingShapeControl rssc,
PreceedingManifestSensitivityControl pmsc)
SegmentCustomBuilderControl constructor
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Modifier and Type | Method and Description |
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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.
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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.
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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.
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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.
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