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