Package | Description |
---|---|
org.drip.state.estimator | |
org.drip.state.inference |
Modifier and Type | Class and Description |
---|---|
class |
GlobalControlCurveParams
GlobalControlCurveParams enhances the SmoothingCurveStretchParams to produce globally customized curve
smoothing.
|
class |
LocalControlCurveParams
LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve
smoothing.
|
Modifier and Type | Class and Description |
---|---|
class |
LinearLatentStateCalibrator
LinearLatentStateCalibrator calibrates/constructs the Latent State Stretch/Span from the calibration
instrument details.
|