Uses of Class
org.drip.param.definition.CalibrationParams

Packages that use CalibrationParams

Package	Description
org.drip.param.definition	Latent State Quantification Metrics Tweak
org.drip.param.pricer	Pricing Parameters Customization Settings Control
org.drip.state.boot	Bootable Discount, Credit, Volatility States
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of CalibrationParams in org.drip.param.definition

Methods in org.drip.param.definition that return CalibrationParams

Modifier and Type	Method	Description
static CalibrationParams	CalibrationParams.Standard()	Create a standard calibration parameter instance around the price measure and base type

Uses of CalibrationParams in org.drip.param.pricer

Methods in org.drip.param.pricer that return CalibrationParams

Modifier and Type	Method	Description
CalibrationParams	CreditPricerParams.calibParams()	Retrieve the Calibration Parameters Instance

Constructors in org.drip.param.pricer with parameters of type CalibrationParams

Constructor	Description
CreditPricerParams(int iUnitSize, CalibrationParams calibParams, boolean bSurvToPayDate, int iDiscretizationScheme)	Create the pricer parameters from the discrete unit size, calibration mode on/off, survival to pay/end date, and the discretization scheme

Uses of CalibrationParams in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type CalibrationParams

Modifier and Type	Method	Description
static CreditCurve	CreditCurveScenario.Standard(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams, CalibrationParams calibrationParams)	Calibrate a Credit Curve

Uses of CalibrationParams in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type CalibrationParams

Modifier and Type	Method	Description
static CreditCurve	ScenarioCreditCurveBuilder.Custom(java.lang.String name, JulianDate spotDate, CalibratableComponent[] calibratableComponentArray, MergedDiscountForwardCurve discountCurve, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, CalibrationParams calibrationParams)	Calibrate the base credit curve from the input credit instruments, measures, and the quotes

Uses of CalibrationParams in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type CalibrationParams

Modifier and Type	Method	Description
static boolean	NonlinearCurveBuilder.CreditCurve(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootCreditCurve explicitBootCreditCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, GovvieCurve govvieCurve, CreditPricerParams creditPricerParams, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams, CalibrationParams calibrationParams)	Calibrate a single Hazard Rate Node from the corresponding Component