Uses of Class
org.drip.state.discount.TurnListDiscountFactor

Packages that use TurnListDiscountFactor

Package	Description
org.drip.state.creator
org.drip.state.discount

Uses of TurnListDiscountFactor in org.drip.state.creator

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

Modifier and Type	Method and Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomDENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String strTenor1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String strTenor2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) Customizable DENSE Curve Creation Methodology - the references are: - Sankar, L.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DUALDENSE(java.lang.String strName, ValuationParams valParams, CalibratableComponent[] aCalibComp1, double[] adblQuote1, java.lang.String strTenor1, java.lang.String[] astrManifestMeasure1, CalibratableComponent[] aCalibComp2, double[] adblQuote2, java.lang.String strTenor2, java.lang.String[] astrManifestMeasure2, TurnListDiscountFactor tldf) The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.

Uses of TurnListDiscountFactor in org.drip.state.discount

Methods in org.drip.state.discount with parameters of type TurnListDiscountFactor

Modifier and Type	Method and Description
boolean	MergedDiscountForwardCurve.setTurns(TurnListDiscountFactor tldf) Set the Discount Curve Turns'