Package org.drip.param.definition

Class CalibrationParams

java.lang.Object

org.drip.param.definition.CalibrationParams

public class CalibrationParams
extends java.lang.Object

CalibrationParams the calibration parameters - the measure to be calibrated, the type/nature of the calibration to be performed, and the work-out date to which the calibration is done.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters
• Package = Latent State Quantification Metrics Tweak

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
CalibrationParams(java.lang.String strMeasure, int iType, WorkoutInfo wi)	CalibrationParams constructor

Method Summary

Modifier and Type	Method	Description
java.lang.String	measure()	Retrieve the Calibration Measure
static CalibrationParams	Standard()	Create a standard calibration parameter instance around the price measure and base type
int	type()	Retrieve the Calibration Type
WorkoutInfo	workout()	Retrieve the Work-out Info

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

CalibrationParams

public CalibrationParams(java.lang.String strMeasure,
int iType,
WorkoutInfo wi)
                  throws java.lang.Exception

CalibrationParams constructor

Parameters:

strMeasure - Measure to be calibrated

iType - Calibration Type

wi - Work out Information

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Details

Standard

public static final CalibrationParams Standard()

Create a standard calibration parameter instance around the price measure and base type

Returns:

CalibrationParams instance

type

public int type()

Retrieve the Calibration Type

Returns:

The Calibration Type

measure

public java.lang.String measure()

Retrieve the Calibration Measure

Returns:

The Calibration Measure

workout

public WorkoutInfo workout()

Retrieve the Work-out Info

Returns:

The Work-out Info