Package | Description |
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org.drip.state.curve | |
org.drip.state.inference |
Constructor and Description |
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BasisSplineForwardRate(ForwardLabel fri,
OverlappingStretchSpan span)
BasisSplineForwardRate constructor
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Modifier and Type | Method and Description |
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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.
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