Uses of Class
org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics
| Package | Description |
|---|---|
| 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 TrinomialTreeNodeMetricsTrinomialTreeTransitionMetrics. downNodeMetrics()Retrieve the "Down" Node MetricsTrinomialTreeNodeMetricsTrinomialTreeSequenceMetrics. nodeMetrics(long lTreeTimeIndex, long lTreeStochasticIndex)Retrieve the Node Metrics from the corresponding Tree Time/Space IndexesTrinomialTreeNodeMetricsTrinomialTreeTransitionMetrics. stayNodeMetrics()Retrieve the "Stay" Node MetricsTrinomialTreeNodeMetricsTrinomialTreeTransitionMetrics. 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 booleanTrinomialTreeSequenceMetrics. addNodeMetrics(TrinomialTreeNodeMetrics hwnm)Add the Hull-White Node Metrics InstanceTrinomialTreeTransitionMetricsSingleFactorStateEvolver. 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 MetricsbooleanSingleFactorStateEvolver. evolveTrinomialTreeSequence(int iSpotDate, int iInitialDate, int iDayIncrement, int iNumIncrement, TrinomialTreeNodeMetrics hwnm, TrinomialTreeSequenceMetrics hwsm)Evolve the Trinomial Tree SequencebooleanTrinomialTreeSequenceMetrics. setTransitionProbability(TrinomialTreeNodeMetrics hwnmSource, TrinomialTreeNodeMetrics hwnmTarget, double dblTransitionProbability)Set the Transition Probability for the specified Pair of NodesdoubleTrinomialTreeSequenceMetrics. sourceTargetTransitionProbability(TrinomialTreeNodeMetrics hwnmSource, TrinomialTreeNodeMetrics hwnmTarget)Retrieve the Source-To-Target Transition ProbabilitydoubleTrinomialTreeSequenceMetrics. targetSourceTransitionProbability(TrinomialTreeNodeMetrics hwnmTarget, TrinomialTreeNodeMetrics hwnmSource)Retrieve the Target-From-Source Transition Probability