Uses of Class
org.drip.spline.params.SegmentCustomBuilderControl

Packages that use SegmentCustomBuilderControl

Package	Description
org.drip.dynamics.lmm
org.drip.sample.dual
org.drip.sample.forward
org.drip.sample.stretch
org.drip.service.template
org.drip.spline.multidimensional
org.drip.spline.pchip
org.drip.spline.stretch
org.drip.state.creator
org.drip.state.curve
org.drip.state.estimator
org.drip.state.inference

Uses of SegmentCustomBuilderControl in org.drip.dynamics.lmm

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

Modifier and Type	Method and Description
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcContinuousForwardIncrement() Retrieve the Instantaneous Continuously Compounded Forward Rate Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcDiscountFactor() Retrieve the Discount Factor Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcDiscountFactorIncrement() Retrieve the Discount Factor Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcInstantaneousEffectiveForward() Retrieve the Instantaneous Effective Annual Forward Rate Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcInstantaneousNominalForward() Retrieve the Instantaneous Nominal Annual Forward Rate Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcLIBOR() Retrieve the LIBOR Curve Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcLIBORIncrement() Retrieve the LIBOR Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcSpotRateIncrement() Retrieve the Spot Rate Increment Segment Custom Builder Control Instance

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

Modifier and Type	Method and Description
static LognormalLIBORCurveEvolver	LognormalLIBORCurveEvolver.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbc) Create a LognormalLIBORCurveEvolver Instance

Constructors in org.drip.dynamics.lmm with parameters of type SegmentCustomBuilderControl

Constructor and Description

LognormalLIBORCurveEvolver(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbcLIBOR, SegmentCustomBuilderControl scbcDiscountFactor, SegmentCustomBuilderControl scbcLIBORIncrement, SegmentCustomBuilderControl scbcDiscountFactorIncrement, SegmentCustomBuilderControl scbcContinuousForwardIncrement, SegmentCustomBuilderControl scbcSpotRateIncrement, SegmentCustomBuilderControl scbcInstantaneousEffectiveForward, SegmentCustomBuilderControl scbcInstantaneousNominalForward) LognormalLIBORCurveEvolver Constructor

Uses of SegmentCustomBuilderControl in org.drip.sample.dual

Methods in org.drip.sample.dual with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static void	CCBSForwardCurve.ForwardCurveReferenceComponentBasis(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, MergedDiscountForwardCurve dcDerived, ForwardCurve fc6MDerived, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, boolean bBasisOnDerivedLeg)
static void	CCBSDiscountCurve.MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)

Uses of SegmentCustomBuilderControl in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static ForwardCurve	IBOR3MCubicPolyVanilla.Make3MForward(java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fc6M, SegmentCustomBuilderControl scbc, boolean bPrintMetric)
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(java.lang.String strCurrency, JulianDate dtSpot, int[] aiDepositMaturityDays, double[] adblDepositQuote, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String[] astrOISFutureTenor, java.lang.String[] astrOISFutureMaturityTenor, double[] adblOISFutureQuote, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, SegmentCustomBuilderControl scbc, FloaterIndex fi)

Uses of SegmentCustomBuilderControl in org.drip.sample.stretch

Methods in org.drip.sample.stretch that return SegmentCustomBuilderControl

Modifier and Type	Method and Description
static SegmentCustomBuilderControl	KnotInsertionPolynomialEstimator.ExponentialTensionSegmentControlParams(double dblTension, SegmentInelasticDesignControl sdic, ResponseScalingShapeControl rssc)
static SegmentCustomBuilderControl	CustomDiscountCurveBuilder.MakePolynomialSBP(int iNumDegree)
static SegmentCustomBuilderControl	CurvatureRoughnessPenaltyFit.PolynomialSegmentControlParams(int iNumBasis, SegmentInelasticDesignControl sdic, ResponseScalingShapeControl rssc)
static SegmentCustomBuilderControl	CurvatureLengthRoughnessPenalty.PolynomialSegmentControlParams(int iNumBasis, SegmentInelasticDesignControl sdic, ResponseScalingShapeControl rssc)

Methods in org.drip.sample.stretch with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static MultiSegmentSequence	CurvatureRoughnessPenaltyFit.BasisSplineStretchTest(double[] adblX, double[] adblY, SegmentCustomBuilderControl scbc, StretchBestFitResponse sbfr)
static MultiSegmentSequence	CurvatureLengthRoughnessPenalty.BasisSplineStretchTest(double[] adblX, double[] adblY, SegmentCustomBuilderControl scbc, StretchBestFitResponse rbfr)

Uses of SegmentCustomBuilderControl in org.drip.service.template

Methods in org.drip.service.template with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, SegmentCustomBuilderControl scbc) Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.FundingCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, double[] adblFuturesQuote, java.lang.String strFuturesMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, SegmentCustomBuilderControl scbc) Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, SegmentCustomBuilderControl scbc) Construct an FX Curve from the FX Forward Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String strCode, JulianDate dtSpot, JulianDate[] adtEffective, JulianDate[] adtMaturity, double[] adblCoupon, double[] adblQuote, java.lang.String strMeasure, SegmentCustomBuilderControl scbc) Construct a Govvie Curve from the Treasury Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.OvernightCurve(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String strShortEndOISMeasure, java.lang.String[] astrOISFuturesEffectiveTenor, java.lang.String[] astrOISFuturesMaturityTenor, double[] adblOISFuturesQuote, java.lang.String strOISFuturesMeasure, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, java.lang.String strLongEndOISMeasure, SegmentCustomBuilderControl scbc) Construct an Overnight Curve from Overnight Exchange/OTC Market Instruments

Uses of SegmentCustomBuilderControl in org.drip.spline.multidimensional

Constructors in org.drip.spline.multidimensional with parameters of type SegmentCustomBuilderControl

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

Uses of SegmentCustomBuilderControl in org.drip.spline.pchip

Methods in org.drip.spline.pchip with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static MultiSegmentSequence	LocalControlStretchBuilder.CreateAkimaStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Generate the local control C1 Slope using the Akima Cubic Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateBesselCubicSplineStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create Hermite/Bessel C1 Cubic Spline Stretch
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHarmonicMonotoneStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Harmonic Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHuynhLeFlochLimiterStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Huynh Le Floch Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman83MonotoneStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman89MonotoneStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create Hyman (1989) enhancement to the Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateKrugerStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Kruger Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateMonotoneConvexStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblObservation, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bLinearNodeInference, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Generate the local control C1 Slope using the Hagan-West Monotone Convex Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateVanLeerLimiterStretch(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) Create the Van Leer Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, double[] adblCustomSlope, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode) Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String strName, int[] aiPredictorOrdinate, double[] adblResponseValue, double[] adblCustomSlope, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, int iSetupMode) Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.

Uses of SegmentCustomBuilderControl in org.drip.spline.stretch

Methods in org.drip.spline.stretch that return SegmentCustomBuilderControl

Modifier and Type	Method and Description
SegmentCustomBuilderControl[]	MultiSegmentSequence.segmentBuilderControl() Retrieve the Segment Builder Parameters
SegmentCustomBuilderControl[]	CalibratableMultiSegmentSequence.segmentBuilderControl()

Methods in org.drip.spline.stretch with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static MultiSegmentSequence	MultiSegmentSequenceModifier.AppendSegment(MultiSegmentSequence mssIn, double dblPredictorOrdinateAppendRight, SegmentResponseValueConstraint srvc, SegmentCustomBuilderControl scbc, BoundarySettings bs, int iCalibrationDetail) Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse rbfr, BoundarySettings bs, int iCalibrationDetail) Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, double dblResponseValue, SegmentCustomBuilderControl scbc, StretchBestFitResponse sbfr, BoundarySettings bs, int iCalibrationDetail) Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, double dblStretchLeftResponseValue, SegmentResponseValueConstraint[] aSRVC, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse rbfr, BoundarySettings bs, int iCalibrationDetail) Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their Constraints, using the specified Segment Builder Parameters.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, SegmentResponseValueConstraint srvcStretchLeft, SegmentResponseValueConstraint[] aSRVC, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, BoundarySettings bs, int iCalibrationDetail) Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value Constraints, with the Segment Builder Parameters.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String strName, int[] aiPredictorOrdinate, double[] adblResponseValue, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse rbfr, BoundarySettings bs, int iCalibrationDetail) Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateRegressionSplineEstimator(java.lang.String strName, double[] adblKnotPredictorOrdinate, SegmentCustomBuilderControl[] aSCBC, StretchBestFitResponse sbfr, BoundarySettings bs, int iCalibrationDetail) Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the Set of the Points to be Best Fit.
static LatentStateResponseModel[]	MultiSegmentSequenceBuilder.CreateSegmentSet(double[] adblPredictorOrdinate, SegmentCustomBuilderControl[] aSCBC) Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateUncalibratedStretchEstimator(java.lang.String strName, double[] adblPredictorOrdinate, SegmentCustomBuilderControl[] aSCBC) Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.

Constructors in org.drip.spline.stretch with parameters of type SegmentCustomBuilderControl

Constructor and Description
CalibratableMultiSegmentSequence(java.lang.String strName, LatentStateResponseModel[] aCS, SegmentCustomBuilderControl[] aSCBC) CalibratableMultiSegmentSequence constructor - Construct a sequence of Basis Spline Segments

Uses of SegmentCustomBuilderControl in org.drip.state.creator

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

Modifier and Type	Method and Description
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String strName, JulianDate dtSpot, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.CustomSplineCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, SegmentCustomBuilderControl scbc, double dblFXSpot) Create an Instance of the Custom Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.CustomSplineCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strTreasuryCode, java.lang.String strCurrency, int[] aiMaturityDate, double[] adblYield, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomSplineDiscountCurve(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblDF, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String strName, JulianDate dtSpot, Component comp, int[] aiDate, double[] adblRepo, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Repo Curve
static NodeStructure	ScenarioTermStructureBuilder.CustomSplineTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblDate, double[] adblNode, SegmentCustomBuilderControl scbc) Construct a Term Structure Instance using the specified Custom Spline
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.CustomSplineTermStructure(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblImpliedVolatility, SegmentCustomBuilderControl scbc) Construct the Deterministic Volatility Term Structure Instance using the specified Custom Spline
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomSplineWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, double[] adblY, double[][] aadblNode, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Build an Instance of the Market Node Surface using Custom Wire Span and Surface Splines.
static MarketSurface	ScenarioLocalVolatilityBuilder.CustomSplineWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double dblRiskFreeRate, double[] adblStrike, double[] adblMaturity, double[][] aadblCallPrice, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Build an Instance of the Volatility Surface using custom wire span and surface splines
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomWireSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double[] adblX, java.lang.String[] astrTenor, double[][] aadblNode, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Construct a Scenario Market Surface off of Custom Wire Spline and Custom Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String strName, JulianDate dtStart, java.lang.String strCurrency, double dblRiskFreeRate, double dblUnderlier, boolean bIsForward, double dblInitialVolatility, double[] adblStrike, java.lang.String[] astrTenor, HestonOptionPricerParams fphp, boolean bPriceSurface, SegmentCustomBuilderControl scbcWireSpan, SegmentCustomBuilderControl scbcSurface) Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model
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.

Uses of SegmentCustomBuilderControl in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method and Description
static DerivedZeroRate	DerivedZeroRate.FromBaseCurve(int iFreq, java.lang.String strDayCount, java.lang.String strCalendar, boolean bApplyEOMAdj, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, DiscountCurve dc, double dblBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Input Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromDiscountCurve(int iFreqZC, java.lang.String strDCZC, java.lang.String strCalendarZC, boolean bApplyEOMAdjZC, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, DiscountCurve dc, double dblZCBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Discount Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromGovvieCurve(int iFreqZC, java.lang.String strDCZC, java.lang.String strCalendarZC, boolean bApplyEOMAdjZC, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, GovvieCurve gc, double dblZCBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Govvie Curve and the related Parameters

Uses of SegmentCustomBuilderControl in org.drip.state.estimator

Methods in org.drip.state.estimator that return SegmentCustomBuilderControl

Modifier and Type	Method and Description
SegmentCustomBuilderControl	SmoothingCurveStretchParams.defaultSegmentBuilderControl() Retrieve the Default Segment Builder Parameters
SegmentCustomBuilderControl	SmoothingCurveStretchParams.segmentBuilderControl(java.lang.String strStretchName) Retrieve the Segment Builder Parameters

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

Modifier and Type	Method and Description
boolean	SmoothingCurveStretchParams.setStretchSegmentBuilderControl(java.lang.String strStretchName, SegmentCustomBuilderControl scbc) Set the Stretch's Segment Builder Control

Constructors in org.drip.state.estimator with parameters of type SegmentCustomBuilderControl

Constructor and Description
CurveStretch(java.lang.String strName, LatentStateResponseModel[] aCS, SegmentCustomBuilderControl[] aSCBC) CurveStretch constructor - Construct a sequence of Basis Spline Segments
GlobalControlCurveParams(java.lang.String strSmootheningQuantificationMetric, SegmentCustomBuilderControl prbp, BoundarySettings bs, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity) GlobalControlCurveParams constructor
LocalControlCurveParams(java.lang.String strC1GeneratorScheme, java.lang.String strSmootheningQuantificationMetric, SegmentCustomBuilderControl scbc, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) LocalControlCurveParams constructor
SmoothingCurveStretchParams(java.lang.String strSmootheningQuantificationMetric, SegmentCustomBuilderControl scbcDefault, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity) SmoothingCurveStretchParams constructor

Uses of SegmentCustomBuilderControl in org.drip.state.inference

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

Constructor and Description
LinearLatentStateCalibrator(SegmentCustomBuilderControl scbc, BoundarySettings bs, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity) LinearLatentStateCalibrator constructor