org.drip.state.estimator

Class GlobalControlCurveParams

java.lang.Object

org.drip.state.estimator.SmoothingCurveStretchParams

org.drip.state.estimator.GlobalControlCurveParams

Direct Known Subclasses:

LinearLatentStateCalibrator

public class GlobalControlCurveParams
extends SmoothingCurveStretchParams

GlobalControlCurveParams enhances the SmoothingCurveStretchParams to produce globally customized curve smoothing. Currently, GlobalControlCurveParams uses custom boundary setting and spline details to implement the global smoothing pass.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
GlobalControlCurveParams(java.lang.String strSmootheningQuantificationMetric, SegmentCustomBuilderControl prbp, BoundarySettings bs, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity) GlobalControlCurveParams constructor

Method Summary

Modifier and Type	Method and Description
BoundarySettings	calibrationBoundaryCondition() Retrieve the Calibration Boundary Condition

Methods inherited from class org.drip.state.estimator.SmoothingCurveStretchParams

bestFitWeightedResponse, bestFitWeightedResponseSensitivity, calibrationDetail, defaultSegmentBuilderControl, segmentBuilderControl, setStretchSegmentBuilderControl, smootheningQuantificationMetric

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GlobalControlCurveParams

public GlobalControlCurveParams(java.lang.String strSmootheningQuantificationMetric,
                                SegmentCustomBuilderControl prbp,
                                BoundarySettings bs,
                                int iCalibrationDetail,
                                StretchBestFitResponse sbfr,
                                StretchBestFitResponse sbfrSensitivity)
                         throws java.lang.Exception

GlobalControlCurveParams constructor

Parameters:

strSmootheningQuantificationMetric - Curve Smoothening Quantification Metric

prbp - Segment Builder Parameters

bs - The Calibration Boundary Condition

iCalibrationDetail - The Calibration Detail

sbfr - Curve Fitness Weighted Response

sbfrSensitivity - Curve Fitness Weighted Response Sensitivity

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

calibrationBoundaryCondition

public BoundarySettings calibrationBoundaryCondition()

Retrieve the Calibration Boundary Condition

Returns:

The Calibration Boundary Condition