Uses of Class
org.drip.param.definition.ManifestMeasureTweak
Package | Description |
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org.drip.analytics.definition |
Latent State Curves, Surfaces, Turns
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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 LatentState
MarketSurface. customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState
NodeStructure. customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState
MarketSurface. customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState
NodeStructure. customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
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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 class
CreditManifestMeasureTweak
CreditManifestMeasureTweak 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 boolean
CreditCurveScenarioContainer. 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 LatentState
BasisCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState
BasisCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.curve
Methods in org.drip.state.curve with parameters of type ManifestMeasureTweak Modifier and Type Method Description Curve
DerivedZeroRate. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
MergedDiscountForwardCurve
DeterministicCollateralChoiceDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
MergedDiscountForwardCurve
DiscountFactorDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
ExplicitBootDiscountCurve
ForeignCollateralizedDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
MergedDiscountForwardCurve
ZeroRateDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState
DerivedZeroRate. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve
DeterministicCollateralChoiceDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve
DiscountFactorDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve
ForeignCollateralizedDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve
ZeroRateDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.forward
Methods in org.drip.state.forward with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentState
ForwardCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState
ForwardCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.fx
Methods in org.drip.state.fx with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentState
FXCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState
FXCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.govvie
Methods in org.drip.state.govvie with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentState
GovvieCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState
GovvieCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.nonlinear
Methods in org.drip.state.nonlinear with parameters of type ManifestMeasureTweak Modifier and Type Method Description ExplicitBootDiscountCurve
FlatForwardDiscountCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
CreditCurve
ForwardHazardCreditCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
Curve
FlatForwardDiscountCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve
ForwardHazardCreditCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.repo
Methods in org.drip.state.repo with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentState
RepoCurve. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
LatentState
RepoCurve. customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
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Uses of ManifestMeasureTweak in org.drip.state.representation
Methods in org.drip.state.representation with parameters of type ManifestMeasureTweak Modifier and Type Method Description LatentState
LatentState. customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
Create a LatentState Instance from the Manifest Measure Tweak ParametersLatentState
LatentState. customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Create a LatentState Instance from the Quantification Metric Tweak Parameters