Package | Description |
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org.drip.product.fx | |
org.drip.state.inference |
Modifier and Type | Method and Description |
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LatentStateSegmentSpec |
ComponentPair.derivedForwardSpec(ValuationParams valParams,
CurveSurfaceQuoteContainer mktParams,
double dblBasis,
boolean bBasisOnDerivedComponent,
boolean bBasisOnDerivedStream)
Generate the Derived Forward Latent State Segment Specification
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LatentStateSegmentSpec |
ComponentPair.derivedFundingForwardSpec(ValuationParams valParams,
CurveSurfaceQuoteContainer mktParams,
double dblReferenceComponentBasis,
boolean bBasisOnDerivedLeg,
double dblSwapRate)
Generate the Derived Funding/Forward Merged Latent State Segment Specification
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Modifier and Type | Method and Description |
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LatentStateSegmentSpec[] |
LatentStateStretchSpec.segmentSpec()
Retrieve the Array of the Latent State Segment Product/Manifest Measure Sequence
|
Constructor and Description |
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LatentStateStretchSpec(java.lang.String strName,
LatentStateSegmentSpec[] aLSSS)
LatentStateStretchSpec constructor
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