org.drip.state.estimator

Class SmoothingCurveStretchParams

java.lang.Object

org.drip.state.estimator.SmoothingCurveStretchParams

Direct Known Subclasses:

GlobalControlCurveParams, LocalControlCurveParams

public abstract class SmoothingCurveStretchParams
extends java.lang.Object

SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch. It provides functionality to: - The Stretch Best fit Response and the corresponding Quote Sensitivity - The Calibration Detail and the Curve Smoothening Quantification Metric - The Segment Builder Parameters

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SmoothingCurveStretchParams(java.lang.String strSmootheningQuantificationMetric, SegmentCustomBuilderControl scbcDefault, int iCalibrationDetail, StretchBestFitResponse sbfr, StretchBestFitResponse sbfrSensitivity) SmoothingCurveStretchParams constructor

Method Summary

Modifier and Type	Method and Description
StretchBestFitResponse	bestFitWeightedResponse() Retrieve the Best Fit Weighted Response
StretchBestFitResponse	bestFitWeightedResponseSensitivity() Retrieve the Best Fit Weighted Response Sensitivity
int	calibrationDetail() Retrieve the Calibration Detail
SegmentCustomBuilderControl	defaultSegmentBuilderControl() Retrieve the Default Segment Builder Parameters
SegmentCustomBuilderControl	segmentBuilderControl(java.lang.String strStretchName) Retrieve the Segment Builder Parameters
boolean	setStretchSegmentBuilderControl(java.lang.String strStretchName, SegmentCustomBuilderControl scbc) Set the Stretch's Segment Builder Control
java.lang.String	smootheningQuantificationMetric() Retrieve the Curve Smoothening Quantification Metric

Methods inherited from class java.lang.Object

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

Constructor Detail

SmoothingCurveStretchParams

public SmoothingCurveStretchParams(java.lang.String strSmootheningQuantificationMetric,
                                   SegmentCustomBuilderControl scbcDefault,
                                   int iCalibrationDetail,
                                   StretchBestFitResponse sbfr,
                                   StretchBestFitResponse sbfrSensitivity)
                            throws java.lang.Exception

SmoothingCurveStretchParams constructor

Parameters:

strSmootheningQuantificationMetric - Curve Smoothening Quantification Metric

scbcDefault - Default Segment Builder Parameters

iCalibrationDetail - The Calibration Detail

sbfr - Stretch Fitness Weighted Response

sbfrSensitivity - Stretch Fitness Weighted Response Sensitivity

Throws:

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

Method Detail

setStretchSegmentBuilderControl

public boolean setStretchSegmentBuilderControl(java.lang.String strStretchName,
                                               SegmentCustomBuilderControl scbc)

Set the Stretch's Segment Builder Control

Parameters:

strStretchName - Name of the Stretch for which the Segment Builder Parameters need to be set

scbc - The Segment Builder Parameters

Returns:

TRUE - The Segment Builder Control Parameters have been successfully set

smootheningQuantificationMetric

public java.lang.String smootheningQuantificationMetric()

Retrieve the Curve Smoothening Quantification Metric

Returns:

The Curve Smoothening Quantification Metric

calibrationDetail

public int calibrationDetail()

Retrieve the Calibration Detail

Returns:

The Calibration Detail

defaultSegmentBuilderControl

public SegmentCustomBuilderControl defaultSegmentBuilderControl()

Retrieve the Default Segment Builder Parameters

Returns:

The Default Segment Builder Parameters

segmentBuilderControl

public SegmentCustomBuilderControl segmentBuilderControl(java.lang.String strStretchName)

Retrieve the Segment Builder Parameters

Parameters:

strStretchName - Name of the Stretch for which the Segment Builder Parameters are requested

Returns:

The Segment Builder Parameters

bestFitWeightedResponse

public StretchBestFitResponse bestFitWeightedResponse()

Retrieve the Best Fit Weighted Response

Returns:

The Best Fit Weighted Response

bestFitWeightedResponseSensitivity

public StretchBestFitResponse bestFitWeightedResponseSensitivity()

Retrieve the Best Fit Weighted Response Sensitivity

Returns:

The Best Fit Weighted Response Sensitivity