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

Packages that use LinearLatentStateCalibrator

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

Uses of LinearLatentStateCalibrator in org.drip.analytics.input

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

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

Uses of LinearLatentStateCalibrator in org.drip.state.creator

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

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
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingGlobalControlBuild(MergedDiscountForwardCurve dcShapePreserver, LinearLatentStateCalibrator llsc, GlobalControlCurveParams gccp, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam) Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingLocalControlBuild(MergedDiscountForwardCurve dcShapePreserver, LinearLatentStateCalibrator llsc, LocalControlCurveParams lccp, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam) Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters