Uses of Class
org.drip.param.definition.ManifestMeasureTweak
| Package | Description |
|---|---|
| org.drip.analytics.definition |
Latent State Curves, Surfaces, Turns
|
| org.drip.analytics.support |
Assorted Support and Helper Utilities
|
| org.drip.param.definition |
Latent State Quantification Metrics Tweak
|
| org.drip.param.market |
Curves Surfaces Quotes Fixings Container
|
| org.drip.state.basis |
Basis State Curve Construction/Estimation
|
| org.drip.state.curve |
Basis Spline Based Latent States
|
| org.drip.state.forward |
Forward Latent State Curve Estimator
|
| org.drip.state.fx |
FX Latent State Curve Estimator
|
| org.drip.state.govvie |
Govvie Latent State Curve Estimator
|
| org.drip.state.nonlinear |
Nonlinear (i.e., Boot) Latent State Construction
|
| org.drip.state.repo |
Latent State Repo Curve Estimator
|
| org.drip.state.representation |
Latent State Merge Sub-stretch
|
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Uses of ManifestMeasureTweak in org.drip.analytics.definition
Methods in org.drip.analytics.definition with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateMarketSurface. customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)LatentStateNodeStructure. customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)LatentStateMarketSurface. customTweakQuantificationMetric(ManifestMeasureTweak rvtp)LatentStateNodeStructure. customTweakQuantificationMetric(ManifestMeasureTweak rvtp) -
Uses of ManifestMeasureTweak in org.drip.analytics.support
Methods in org.drip.analytics.support with parameters of type ManifestMeasureTweak Modifier and Type Method Description static double[]Helper. TweakManifestMeasure(double[] adblQuotesIn, ManifestMeasureTweak ntp)Tweak the Manifest Measures (gor the given set of nodes) in accordance with the specified tweak parameters -
Uses of ManifestMeasureTweak in org.drip.param.definition
Subclasses of ManifestMeasureTweak in org.drip.param.definition Modifier and Type Class Description classCreditManifestMeasureTweakCreditManifestMeasureTweak contains the place holder for the credit curve scenario tweak parameters: in addition to the ResponseValueTweakParams fields, this exposes the calibration manifest measure, the curve node, and the nodal calibration type (entire curve/flat or a given tenor point). -
Uses of ManifestMeasureTweak in org.drip.param.market
Methods in org.drip.param.market with parameters of type ManifestMeasureTweak Modifier and Type Method Description booleanCreditCurveScenarioContainer. cookCustomCC(java.lang.String strName, java.lang.String strCustomName, ValuationParams valParams, MergedDiscountForwardCurve dc, GovvieCurve gc, java.lang.String[] astrCalibMeasure, double[] adblQuote, double dblRecovery, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp, boolean bFlat, ManifestMeasureTweak rvtpDC, ManifestMeasureTweak rvtpTSY, ManifestMeasureTweak rvtpCC)Cook the credit curve according to the desired tweak parameters -
Uses of ManifestMeasureTweak in org.drip.state.basis
Methods in org.drip.state.basis with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateBasisCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)LatentStateBasisCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.curve
Methods in org.drip.state.curve with parameters of type ManifestMeasureTweak Modifier and Type Method Description CurveDerivedZeroRate. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)MergedDiscountForwardCurveDeterministicCollateralChoiceDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)MergedDiscountForwardCurveDiscountFactorDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)ExplicitBootDiscountCurveForeignCollateralizedDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)MergedDiscountForwardCurveZeroRateDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)LatentStateDerivedZeroRate. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)CurveDeterministicCollateralChoiceDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)CurveDiscountFactorDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)CurveForeignCollateralizedDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)CurveZeroRateDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.forward
Methods in org.drip.state.forward with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateForwardCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)LatentStateForwardCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.fx
Methods in org.drip.state.fx with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateFXCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)LatentStateFXCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.govvie
Methods in org.drip.state.govvie with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateGovvieCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)LatentStateGovvieCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.nonlinear
Methods in org.drip.state.nonlinear with parameters of type ManifestMeasureTweak Modifier and Type Method Description ExplicitBootDiscountCurveFlatForwardDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)CreditCurveForwardHazardCreditCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)CurveFlatForwardDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)CurveForwardHazardCreditCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.repo
Methods in org.drip.state.repo with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateRepoCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)LatentStateRepoCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak) -
Uses of ManifestMeasureTweak in org.drip.state.representation
Methods in org.drip.state.representation with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentStateLatentState. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)Create a LatentState Instance from the Manifest Measure Tweak ParametersLatentStateLatentState. customTweakQuantificationMetric(ManifestMeasureTweak rvtp)Create a LatentState Instance from the Quantification Metric Tweak Parameters