Uses of Interface
org.drip.spline.grid.Span

Packages that use Span

Package	Description
org.drip.dynamics.evolution
org.drip.dynamics.lmm
org.drip.spline.grid
org.drip.spline.multidimensional
org.drip.state.curve
org.drip.state.inference

Uses of Span in org.drip.dynamics.evolution

Methods in org.drip.dynamics.evolution that return Span

Modifier and Type	Method and Description
Span	LSQMCurveIncrement.span(LatentStateLabel lsl, java.lang.String strQM) Retrieve the specified Latent State Quantification Metric Span Increment

Methods in org.drip.dynamics.evolution with parameters of type Span

Modifier and Type	Method and Description
boolean	LSQMCurveIncrement.setQMSpan(LatentStateLabel lsl, java.lang.String strQM, Span spanIncrement) Set the LSQM Increment Span

Uses of Span in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return Span

Modifier and Type	Method and Description
Span	BGMCurveUpdate.continuousForwardRateIncrement() Retrieve the Instantaneous Continuously Compounded Forward Curve Increment Span
Span	BGMCurveUpdate.discountCurveIncrement() Retrieve the Discount Factor Discount Curve Increment
Span	BGMCurveUpdate.forwardCurveIncrement() Retrieve the LIBOR Forward Curve Increment Span
Span	BGMCurveUpdate.instantaneousEffectiveForwardRate() Retrieve the Instantaneous Effective Annual Forward Rate Span
Span	BGMCurveUpdate.instantaneousNominalForwardRate() Retrieve the Instantaneous Nominal Annual Forward Rate Span
Span	BGMCurveUpdate.spotRateIncrement() Retrieve the Spot Rate Discount Curve Increment

Methods in org.drip.dynamics.lmm with parameters of type Span

Modifier and Type

Method and Description

static BGMCurveUpdate

BGMCurveUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, ForwardCurve fc, Span spanLIBORIncrement, MergedDiscountForwardCurve dc, Span spanDiscountFactorIncrement, Span spanContinuousForwardRateIncrement, Span spanSpotRateIncrement, Span spanInstantaneousEffectiveForward, Span spanInstantaneousNominalForward, LognormalLIBORVolatility llv) Construct an Instance of BGMCurveUpdate

Uses of Span in org.drip.spline.grid

Classes in org.drip.spline.grid that implement Span

Modifier and Type	Class and Description
class	AggregatedSpan AggregatedSpan implements the Span interface.
class	OverlappingStretchSpan OverlappingStretchSpan implements the Span interface, and the collection functionality of overlapping Stretches.

Methods in org.drip.spline.grid that return Span

Modifier and Type	Method and Description
Span	OverlappingStretchSpan.toNonOverlapping() Convert the Overlapping Stretch Span to a non-overlapping Stretch Span.

Constructor parameters in org.drip.spline.grid with type arguments of type Span

Constructor and Description
AggregatedSpan(java.util.List<Span> lsSpan, java.util.List<java.lang.Double> lsWeight) AggregatedSpan Constructor

Uses of Span in org.drip.spline.multidimensional

Methods in org.drip.spline.multidimensional that return Span

Modifier and Type	Method and Description
Span	WireSurfaceStretch.wireSpanXAnchor(double dblXAnchor) Retrieve the Surface Span Stretch that corresponds to the given X Anchor
Span	WireSurfaceStretch.wireSpanYAnchor(double dblYAnchor) Retrieve the Surface Span Stretch that corresponds to the given Y Anchor

Constructor parameters in org.drip.spline.multidimensional with type arguments of type Span

Constructor and Description
WireSurfaceStretch(java.lang.String strName, SegmentCustomBuilderControl scbc, java.util.TreeMap<java.lang.Double,Span> mapWireSpan) WireSurfaceStretch Constructor

Uses of Span in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type Span

Constructor and Description
BasisSplineBasisCurve(ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, Span span) BasisSplineBasisCurve constructor
BasisSplineDeterministicVolatility(int iEpochDate, CustomLabel label, java.lang.String strCurrency, Span spanImpliedVolatility) BasisSplineDeterministicVolatility Constructor
BasisSplineFXForward(CurrencyPair cp, Span span) BasisSplineFXForward constructor
BasisSplineGovvieYield(java.lang.String strTreasuryCode, java.lang.String strCurrency, Span span) BasisSplineGovvieYield Constructor
BasisSplineRepoCurve(Component comp, Span span) BasisSplineRepoCurve constructor
BasisSplineTermStructure(int iEpochDate, CustomLabel label, java.lang.String strCurrency, Span span) BasisSplineTermStructure Constructor
DiscountFactorDiscountCurve(java.lang.String strCurrency, Span span) DiscountFactorDiscountCurve constructor
ZeroRateDiscountCurve(java.lang.String strCurrency, Span span) ZeroRateDiscountCurve constructor

Uses of Span in org.drip.state.inference

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

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