Uses of Class
org.drip.state.estimator.PredictorResponseWeightConstraint

Packages that use PredictorResponseWeightConstraint

Package	Description
org.drip.analytics.cashflow
org.drip.product.credit
org.drip.product.definition
org.drip.product.fra
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.rates
org.drip.state.estimator

Uses of PredictorResponseWeightConstraint in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	CompositePeriod.forwardFundingPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Merged Forward/Funding Predictor/Response Constraint
PredictorResponseWeightConstraint	CompositePeriod.forwardPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Forward Predictor/Response Constraint
PredictorResponseWeightConstraint	CompositePeriod.fundingPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Funding Predictor/Response Constraint
PredictorResponseWeightConstraint	Bullet.fundingPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Funding Predictor/Response Constraint
PredictorResponseWeightConstraint	CompositePeriod.fxPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the FX Predictor/Response Constraint
PredictorResponseWeightConstraint	CompositePeriod.volatilityPRWC(int iValueDate, CurveSurfaceQuoteContainer csqs, ProductQuoteSet pqs) Generate the Volatility Predictor/Response Constraint

Uses of PredictorResponseWeightConstraint in org.drip.product.credit

Methods in org.drip.product.credit that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	CDSComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	BondComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of PredictorResponseWeightConstraint in org.drip.product.definition

Methods in org.drip.product.definition that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	CalibratableComponent.calibPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Component from the Market Inputs.
abstract PredictorResponseWeightConstraint	CalibratableComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Forward Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the merged Funding and Forward Latent States from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Funding Curve Discount Factor Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve FX Forward Latent State from the Component's Cash Flows.
abstract PredictorResponseWeightConstraint	CalibratableComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Latent State from the Component's Cash Flows.

Uses of PredictorResponseWeightConstraint in org.drip.product.fra

Methods in org.drip.product.fra that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	FRAStandardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardCapFloorlet.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FRAStandardCapFloor.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of PredictorResponseWeightConstraint in org.drip.product.fx

Methods in org.drip.product.fx that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	FXForwardComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FXForwardComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of PredictorResponseWeightConstraint in org.drip.product.govvie

Methods in org.drip.product.govvie that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	TreasuryComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)

Uses of PredictorResponseWeightConstraint in org.drip.product.option

Methods in org.drip.product.option that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	OptionComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	OptionComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	CDSEuropeanOption.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of PredictorResponseWeightConstraint in org.drip.product.rates

Methods in org.drip.product.rates that return PredictorResponseWeightConstraint

Modifier and Type	Method and Description
PredictorResponseWeightConstraint	Stream.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Forward Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.forwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Merged Forward/Funding Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fundingForwardPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the State Loading Constraints for the Funding Latent State
PredictorResponseWeightConstraint	SingleStreamComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fundingPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged FX Curve FX Forward Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.fxPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Govvie Curve Yield Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.govviePRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	Stream.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs) Generate the Calibratable Linearized Predictor/Response Constraint Weights for the Non-merged Volatility Curve Volatility Latent State from the Component's Cash Flows.
PredictorResponseWeightConstraint	SingleStreamComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	RatesBasket.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FloatFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)
PredictorResponseWeightConstraint	FixFloatComponent.volatilityPRWC(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams, ProductQuoteSet pqs)

Uses of PredictorResponseWeightConstraint in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type PredictorResponseWeightConstraint

Modifier and Type	Method and Description
boolean	PredictorResponseWeightConstraint.absorb(PredictorResponseWeightConstraint prwcOther) "Absorb" the other PRWC Instance into the Current One