| Package | Description |
|---|---|
| org.drip.state.creator |
| Modifier and Type | Method and Description |
|---|---|
static MergedDiscountForwardCurve |
ScenarioDiscountCurveBuilder.SmoothingLocalControlBuild(MergedDiscountForwardCurve dcShapePreserver,
LinearLatentStateCalibrator llsc,
LocalControlCurveParams lccp,
ValuationParams valParam,
CreditPricerParams pricerParam,
CurveSurfaceQuoteContainer csqs,
ValuationCustomizationParams quotingParam)
Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters
|