Package | Description |
---|---|
org.drip.spline.stretch | |
org.drip.state.estimator |
Modifier and Type | Interface and Description |
---|---|
interface |
MultiSegmentSequence
MultiSegmentSequence is the interface that exposes functionality that spans multiple segments.
|
Modifier and Type | Class and Description |
---|---|
class |
CalibratableMultiSegmentSequence
CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.
|
class |
SingleSegmentLagrangePolynomial
SingleSegmentLagrangePolynomial implements the SingleSegmentSequence Stretch interface using the Lagrange
Polynomial Estimator.
|
Modifier and Type | Class and Description |
---|---|
class |
CurveStretch
CurveStretch expands the regular Multi-Segment Stretch to aid the calibration of Boot-strapped
Instruments.
|