Package org.drip.param.definition

Latent State Quantification Metrics Tweak

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
CalibrationParams	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.
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).
ManifestMeasureTweak	ManifestMeasureTweak contains the place holder for the scenario tweak parameters, for either a specific curve node, or the entire curve (flat).
ProductQuote	ProductQuote abstract class holds the different types of quotes for a given product.
Quote	Quote interface contains the stubs corresponding to a product quote.
ScenarioMarketParams	ScenarioMarketParams is the place holder for the comprehensive suite of the market set of curves for the given date.