Uses of Class
org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics
Package | Description |
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org.drip.dynamics.hullwhite |
Hull White Latent State Evolution
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Uses of TrinomialTreeNodeMetrics in org.drip.dynamics.hullwhite
Methods in org.drip.dynamics.hullwhite that return TrinomialTreeNodeMetrics Modifier and Type Method Description TrinomialTreeNodeMetrics
TrinomialTreeTransitionMetrics. downNodeMetrics()
Retrieve the "Down" Node MetricsTrinomialTreeNodeMetrics
TrinomialTreeSequenceMetrics. nodeMetrics(long lTreeTimeIndex, long lTreeStochasticIndex)
Retrieve the Node Metrics from the corresponding Tree Time/Space IndexesTrinomialTreeNodeMetrics
TrinomialTreeTransitionMetrics. stayNodeMetrics()
Retrieve the "Stay" Node MetricsTrinomialTreeNodeMetrics
TrinomialTreeTransitionMetrics. upNodeMetrics()
Retrieve the "Up" Node MetricsMethods in org.drip.dynamics.hullwhite that return types with arguments of type TrinomialTreeNodeMetrics Modifier and Type Method Description java.util.Map<java.lang.String,TrinomialTreeNodeMetrics>
TrinomialTreeSequenceMetrics. nodeMetrics()
Retrieve the Node Metrics MapMethods in org.drip.dynamics.hullwhite with parameters of type TrinomialTreeNodeMetrics Modifier and Type Method Description boolean
TrinomialTreeSequenceMetrics. addNodeMetrics(TrinomialTreeNodeMetrics hwnm)
Add the Hull-White Node Metrics InstanceTrinomialTreeTransitionMetrics
SingleFactorStateEvolver. evolveTrinomialTree(int iSpotDate, int iInitialDate, int iTerminalDate, TrinomialTreeNodeMetrics hwnmInitial)
Generate the Metrics associated with the Transition that results from using a Trinomial Tree Using the Starting Node Metricsboolean
SingleFactorStateEvolver. evolveTrinomialTreeSequence(int iSpotDate, int iInitialDate, int iDayIncrement, int iNumIncrement, TrinomialTreeNodeMetrics hwnm, TrinomialTreeSequenceMetrics hwsm)
Evolve the Trinomial Tree Sequenceboolean
TrinomialTreeSequenceMetrics. setTransitionProbability(TrinomialTreeNodeMetrics hwnmSource, TrinomialTreeNodeMetrics hwnmTarget, double dblTransitionProbability)
Set the Transition Probability for the specified Pair of Nodesdouble
TrinomialTreeSequenceMetrics. sourceTargetTransitionProbability(TrinomialTreeNodeMetrics hwnmSource, TrinomialTreeNodeMetrics hwnmTarget)
Retrieve the Source-To-Target Transition Probabilitydouble
TrinomialTreeSequenceMetrics. targetSourceTransitionProbability(TrinomialTreeNodeMetrics hwnmTarget, TrinomialTreeNodeMetrics hwnmSource)
Retrieve the Target-From-Source Transition Probability