org.drip.state.inference

Class LatentStateSegmentSpec

java.lang.Object

org.drip.state.inference.LatentStateSegmentSpec

public class LatentStateSegmentSpec
extends java.lang.Object

LatentStateSegmentSpec carries the calibration instrument and the manifest measure set used in calibrating the segment.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LatentStateSegmentSpec(CalibratableComponent cfic, ProductQuoteSet pqs) LatentStateSegmentSpec constructor

Method Summary

Modifier and Type	Method and Description
CalibratableComponent	component() Retrieve the Calibration Component
ProductQuoteSet	manifestMeasures() Retrieve the Calibration Manifest Measure Quote Set

Methods inherited from class java.lang.Object

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

Constructor Detail

LatentStateSegmentSpec

public LatentStateSegmentSpec(CalibratableComponent cfic,
                              ProductQuoteSet pqs)
                       throws java.lang.Exception

LatentStateSegmentSpec constructor

Parameters:

cfic - The Calibratable Fixed Income Component

pqs - The Product Manifest Measure Quote Set Instance

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

component

public CalibratableComponent component()

Retrieve the Calibration Component

Returns:

The Calibration Component

manifestMeasures

public ProductQuoteSet manifestMeasures()

Retrieve the Calibration Manifest Measure Quote Set

Returns:

The Calibration Manifest Measure Quote Set