Package | Description |
---|---|
org.drip.analytics.input | |
org.drip.state.creator | |
org.drip.state.inference |
Modifier and Type | Method and Description |
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GlobalControlCurveParams |
LatentStateShapePreservingCCIS.shapePreservingLLSC()
Retrieve the Shape Preserving Linear Latent State Calibrator
|
Modifier and Type | Method and Description |
---|---|
static MergedDiscountForwardCurve |
ScenarioDiscountCurveBuilder.SmoothingGlobalControlBuild(MergedDiscountForwardCurve dcShapePreserver,
LinearLatentStateCalibrator llsc,
GlobalControlCurveParams gccp,
ValuationParams valParam,
CreditPricerParams pricerParam,
CurveSurfaceQuoteContainer csqs,
ValuationCustomizationParams quotingParam)
Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
|
Modifier and Type | Class and Description |
---|---|
class |
LinearLatentStateCalibrator
LinearLatentStateCalibrator calibrates/constructs the Latent State Stretch/Span from the calibration
instrument details.
|