org.drip.state.estimator

Class LocalControlCurveParams

java.lang.Object

org.drip.state.estimator.SmoothingCurveStretchParams

org.drip.state.estimator.LocalControlCurveParams

public class LocalControlCurveParams
extends SmoothingCurveStretchParams

LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve smoothing. Flags implemented by LocalControlCurveParams control the following: - The C1 generator scheme to be used - Whether to eliminate spurious extrema, - Whether or not to apply monotone filtering

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LocalControlCurveParams(java.lang.String strC1GeneratorScheme, java.lang.String strSmootheningQuantificationMetric, SegmentCustomBuilderControl scbc, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity, boolean bEliminateSpuriousExtrema, boolean bApplyMonotoneFilter) LocalControlCurveParams constructor

Method Summary

Modifier and Type	Method and Description
boolean	applyMonotoneFilter() Retrieve the Apply Monotone Filter Flag
java.lang.String	C1GeneratorScheme() Retrieve the C1 Generator Scheme
boolean	eliminateSpuriousExtrema() Retrieve the Eliminate Spurious Extrema Flag

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

LocalControlCurveParams

public LocalControlCurveParams(java.lang.String strC1GeneratorScheme,
                               java.lang.String strSmootheningQuantificationMetric,
                               SegmentCustomBuilderControl scbc,
                               int iCalibrationDetail,
                               StretchBestFitResponse sbfr,
                               StretchBestFitResponse sbfrSensitivity,
                               boolean bEliminateSpuriousExtrema,
                               boolean bApplyMonotoneFilter)
                        throws java.lang.Exception

LocalControlCurveParams constructor

Parameters:

strC1GeneratorScheme - C1 Generator Stretch

strSmootheningQuantificationMetric - Curve Smoothening Quantification Metric

scbc - Segment Builder Parameters

iCalibrationDetail - The Calibration Detail

sbfr - Curve Fitness Weighted Response

sbfrSensitivity - Curve Fitness Weighted Response Sensitivity

bEliminateSpuriousExtrema - TRUE - Eliminate Spurious Extrema

bApplyMonotoneFilter - TRUE - Apply Monotone Filter

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

applyMonotoneFilter

public boolean applyMonotoneFilter()

Retrieve the Apply Monotone Filter Flag

Returns:

The Apply Monotone Filter Flag

eliminateSpuriousExtrema

public boolean eliminateSpuriousExtrema()

Retrieve the Eliminate Spurious Extrema Flag

Returns:

The Eliminate Spurious Extrema Flag

C1GeneratorScheme

public java.lang.String C1GeneratorScheme()

Retrieve the C1 Generator Scheme

Returns:

The C1 Generator Scheme