Uses of Class
org.drip.exposure.regression.PykhtinPillar
Package | Description |
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org.drip.exposure.regression |
Regression Based Path Exposure Generation
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Uses of PykhtinPillar in org.drip.exposure.regression
Methods in org.drip.exposure.regression that return PykhtinPillar Modifier and Type Method Description PykhtinPillar[]
PykhtinPillarDynamics. pillarVertexArray(LocalVolatilityGenerationControl localVolatilityGenerationControl)
Retrieve the Pykhtin Pillar Vertex ArrayMethods in org.drip.exposure.regression with parameters of type PykhtinPillar Modifier and Type Method Description R1ToR1
PykhtinPillarDynamics. localVolatilityR1ToR1(LocalVolatilityGenerationControl localVolatilityGenerationControl, PykhtinPillar[] pillarVertexArray)
Generate a Local Volatility R^1 To R^1