Uses of Class
org.drip.state.inference.LatentStateStretchSpec

Packages that use LatentStateStretchSpec

Package	Description
org.drip.analytics.input
org.drip.state.creator
org.drip.state.estimator
org.drip.state.inference

Uses of LatentStateStretchSpec in org.drip.analytics.input

Methods in org.drip.analytics.input that return LatentStateStretchSpec

Modifier and Type	Method and Description
LatentStateStretchSpec[]	LatentStateShapePreservingCCIS.stretchSpec() Retrieve the Array of Latent State Stretch Representation Specifications

Constructors in org.drip.analytics.input with parameters of type LatentStateStretchSpec

Constructor and Description
LatentStateShapePreservingCCIS(LinearLatentStateCalibrator llscShapePreserving, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs) LatentStateShapePreservingCCIS constructor

Uses of LatentStateStretchSpec in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type LatentStateStretchSpec

Modifier and Type	Method and Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.ShapePreservingDFBuild(java.lang.String strCurrency, LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Discount Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ForwardLabel fri, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Forward Curve using the Custom Parameters
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving FX Curve using the Custom Parameters
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, java.lang.String strTreasuryCode, java.lang.String strCurrency, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqc, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving Govvie Curve using the Custom Parameters

Uses of LatentStateStretchSpec in org.drip.state.estimator

Methods in org.drip.state.estimator that return LatentStateStretchSpec

Modifier and Type	Method and Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairDiscountStretch(java.lang.String strName, ComponentPair[] aCCSP, ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double[] adblReferenceComponentBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg) Construct an instance of LatentStateStretchSpec for the Construction of the Discount Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairForwardStretch(java.lang.String strName, ComponentPair[] aCCSP, ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double[] adblBasis, boolean bBasisOnDerivedComponent, boolean bBasisOnDerivedStream) Construct an instance of LatentStateStretchSpec for the Construction of the Forward Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String[] astrCalibMeasure, double[] adblCalibQuote) Construct a FX Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String strName, CalibratableComponent[] aCalibComp, java.lang.String strCalibMeasure, double[] adblCalibQuote) Construct a FX Latent State Stretch Spec Instance

Uses of LatentStateStretchSpec in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type LatentStateStretchSpec

Modifier and Type	Method and Description
OverlappingStretchSpan	LinearLatentStateCalibrator.calibrateSpan(LatentStateStretchSpec[] aStretchSpec, double dblEpochResponse, ValuationParams valParams, CreditPricerParams pricerParams, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs) Calibrate the Span from the Instruments in the Stretches and their Details.

Constructors in org.drip.state.inference with parameters of type LatentStateStretchSpec

Constructor and Description

LatentStateSequenceBuilder(double dblEpochResponse, LatentStateStretchSpec stretchSpec, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, Span span, StretchBestFitResponse sbfr, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> mapPMSC, StretchBestFitResponse sbfrQuoteSensitivity, BoundarySettings bs) LatentStateSequenceBuilder constructor