Uses of Class
org.drip.analytics.definition.MarketSurface

Packages that use MarketSurface

Package	Description
org.drip.dynamics.hjm	HJM Based Latent State Evolution
org.drip.dynamics.lmm	LMM Based Latent State Evolution
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States

Uses of MarketSurface in org.drip.dynamics.hjm

Methods in org.drip.dynamics.hjm that return MarketSurface

Modifier and Type	Method	Description
MarketSurface[]	MultiFactorVolatility.volatilitySurface()	Retrieve the Array of Volatility Surfaces

Constructors in org.drip.dynamics.hjm with parameters of type MarketSurface

Constructor	Description
MultiFactorVolatility(MarketSurface[] aMSVolatility, PrincipalFactorSequenceGenerator pfsg)	MultiFactorVolatility Constructor

Uses of MarketSurface in org.drip.dynamics.lmm

Constructors in org.drip.dynamics.lmm with parameters of type MarketSurface

Constructor	Description
LognormalLIBORVolatility(int iSpotDate, ForwardLabel lslForward, MarketSurface[] aMSVolatility, PrincipalFactorSequenceGenerator pfsg)	LognormalLIBORVolatility Constructor

Uses of MarketSurface in org.drip.state.creator

Methods in org.drip.state.creator that return MarketSurface

Modifier and Type	Method	Description
static MarketSurface	ScenarioLocalVolatilityBuilder.CubicPolynomialWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double[] strikeArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of cubic polynomial wire spline and cubic polynomial surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.CubicPolynomialWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of Cubic Polynomial Wire Spline and Cubic Polynomial Surface Spline.
static MarketSurface	ScenarioLocalVolatilityBuilder.CustomSplineWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double[] strikeArray, double[] maturityArray, double[][] callPriceGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Build an Instance of the Volatility Surface using custom wire span and surface splines
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomSplineWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, double[] yArray, double[][] nodeGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Build an Instance of the Market Node Surface using Custom Wire Span and Surface Splines.
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Construct a Scenario Market Surface off of Custom Wire Spline and Custom Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double underlier, boolean isForward, double initialVolatility, double[] strikeArray, java.lang.String[] tenorArray, HestonOptionPricerParams hestonOptionPricerParams, boolean generatePriceSurface, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSpanSegmentCustomBuilderControl)	Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model
static MarketSurface	ScenarioMarketSurfaceBuilder.KaklisPandelisWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of Kaklis-Pandelis Wire Spline and Kaklis-Pandelis Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKHyperbolicWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, double tension)	Construct a Scenario Market Surface off of KLK Hyperbolic Wire Spline and KLK Hyperbolic Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKRationalLinearWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, double tension)	Construct a Scenario Market Surface off of KLK Rational Linear Wire Spline and KLK Rational Linear Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.KLKRationalQuadraticWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, double tension)	Construct a Scenario Market Surface off of KLK Rational Quadratic Wire Spline and KLK Rational Quadratic Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.QuarticPolynomialWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid)	Construct a Scenario Market Surface off of Quartic Polynomial Wire Spline and Quartic Polynomial Surface Spline.

Uses of MarketSurface in org.drip.state.curve

Subclasses of MarketSurface in org.drip.state.curve

Modifier and Type	Class	Description
class	BasisSplineMarketSurface	BasisSplineMarketSurface implements the Market surface that holds the latent state Dynamics parameters.