Package | Description |
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org.drip.spline.stretch | |
org.drip.state.estimator | |
org.drip.state.inference |
Modifier and Type | Method and Description |
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static BoundarySettings |
BoundarySettings.FinancialStandard()
Return the Instance of the Standard Financial Boundary Condition
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static BoundarySettings |
BoundarySettings.FloatingStandard()
Return the Instance of the Standard Floating Boundary Condition
|
BoundarySettings |
SegmentSequenceBuilder.getCalibrationBoundaryCondition()
Retrieve the Calibration Boundary Condition
|
BoundarySettings |
CkSegmentSequenceBuilder.getCalibrationBoundaryCondition() |
static BoundarySettings |
BoundarySettings.NaturalStandard()
Return the Instance of the Standard Natural Boundary Condition
|
static BoundarySettings |
BoundarySettings.NotAKnotStandard(int iLeftDerivOrder,
int iRightDerivOrder)
Return the Instance of the Standard Not-A-Knot Boundary Condition
|
Modifier and Type | Method and Description |
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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 MultiSegmentSequence |
MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence mssIn,
double dblPredictorOrdinate,
double dblResponseValue,
BoundarySettings bs,
int iCalibrationDetail)
Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response
Value
|
boolean |
SingleSegmentSequence.setup(double dblStretchLeadingResponse,
double[] adblSegmentRightEdgeResponse,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Response Values corresponding
to each Segment Predictor right Ordinate.
|
boolean |
SingleSegmentLagrangePolynomial.setup(double dblYLeading,
double[] adblResponseValue,
StretchBestFitResponse rbfr,
BoundarySettings bs,
int iCalibrationDetail) |
boolean |
CalibratableMultiSegmentSequence.setup(double dblLeftStretchResponseValue,
double[] adblSegmentRightResponseValue,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail) |
boolean |
MultiSegmentSequence.setup(double dblStretchLeftResponseValue,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and
the Target Constraints.
|
boolean |
CalibratableMultiSegmentSequence.setup(double dblLeftStretchResponseValue,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail) |
boolean |
MultiSegmentSequence.setup(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target
Constraints.
|
boolean |
CalibratableMultiSegmentSequence.setup(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse sbfr,
BoundarySettings bs,
int iCalibrationDetail) |
Constructor and Description |
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CkSegmentSequenceBuilder(SegmentResponseValueConstraint srvcLeading,
SegmentResponseValueConstraint[] aSRVC,
StretchBestFitResponse rbfr,
BoundarySettings bs)
CkSegmentSequenceBuilder constructor
|
Modifier and Type | Method and Description |
---|---|
BoundarySettings |
GlobalControlCurveParams.calibrationBoundaryCondition()
Retrieve the Calibration Boundary Condition
|
Constructor and Description |
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GlobalControlCurveParams(java.lang.String strSmootheningQuantificationMetric,
SegmentCustomBuilderControl prbp,
BoundarySettings bs,
int iCalibrationDetail,
StretchBestFitResponse sbfr,
StretchBestFitResponse sbfrSensitivity)
GlobalControlCurveParams constructor
|
Modifier and Type | Method and Description |
---|---|
BoundarySettings |
LatentStateSequenceBuilder.getCalibrationBoundaryCondition() |
Constructor and Description |
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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
|
LinearLatentStateCalibrator(SegmentCustomBuilderControl scbc,
BoundarySettings bs,
int iCalibrationDetail,
StretchBestFitResponse sbfr,
StretchBestFitResponse sbfrSensitivity)
LinearLatentStateCalibrator constructor
|