Uses of Class
org.drip.param.market.LatentStateFixingsContainer

Packages that use LatentStateFixingsContainer

Package	Description
org.drip.analytics.input	Curve Surface Construction Customization Inputs
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.param.creator	Market Curves Surfaces Quotes Builder
org.drip.param.definition	Latent State Quantification Metrics Tweak
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.state.boot	Bootable Discount, Credit, Volatility States
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.credit	Credit Latent State Curve Representation
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of LatentStateFixingsContainer in org.drip.analytics.input

Methods in org.drip.analytics.input that return LatentStateFixingsContainer

Modifier and Type	Method	Description
LatentStateFixingsContainer	BootCurveConstructionInput.fixing()
LatentStateFixingsContainer	CurveConstructionInputSet.fixing()	Retrieve the Latent State Fixings Container
LatentStateFixingsContainer	LatentStateShapePreservingCCIS.fixing()

Methods in org.drip.analytics.input with parameters of type LatentStateFixingsContainer

Modifier and Type	Method	Description
static BootCurveConstructionInput	BootCurveConstructionInput.Create(ValuationParams valParam, ValuationCustomizationParams quotingParam, CalibratableComponent[] aCalibInst, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, LatentStateFixingsContainer lsfc)	Create an Instance of BootCurveConstructionInput from the given Calibration Inputs

Constructors in org.drip.analytics.input with parameters of type LatentStateFixingsContainer

Constructor	Description
BootCurveConstructionInput(ValuationParams valParam, ValuationCustomizationParams quotingParam, CalibratableComponent[] aCalibInst, CaseInsensitiveTreeMap<CaseInsensitiveTreeMap<java.lang.Double>> mapQuote, CaseInsensitiveTreeMap<java.lang.String[]> mapMeasures, LatentStateFixingsContainer lsfc)	BootCurveConstructionInput constructor

Uses of LatentStateFixingsContainer in org.drip.analytics.support

Methods in org.drip.analytics.support that return LatentStateFixingsContainer

Modifier and Type	Method	Description
static LatentStateFixingsContainer	Helper.CreateFixingsObject(Bond bond, JulianDate dtFixing, double dblFixing)	Create the Latent State Fixings object from the bond, the fixings date, and the fixing.

Uses of LatentStateFixingsContainer in org.drip.param.creator

Methods in org.drip.param.creator with parameters of type LatentStateFixingsContainer

Modifier and Type	Method	Description
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding, ForwardCurve fc, GovvieCurve gc, CreditCurve cc, java.lang.String strComponentCode, ProductQuote compQuote, CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes, LatentStateFixingsContainer lsfc)	Create a Market Parameters instance with the funding discount curve, the forward discount curve, the govvie curve, the credit curve, the component quote, the map of treasury benchmark quotes, and the Latent State Fixings Instance.
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding, GovvieCurve gc, CreditCurve cc, java.lang.String strComponentCode, ProductQuote compQuote, CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes, LatentStateFixingsContainer lsfc)	Create a Market Parameters Instance with the Funding Curve, the Govvie Curve, the Credit Curve, the component quote, the map of treasury benchmark quotes, and the Latent State Fixings Container

Uses of LatentStateFixingsContainer in org.drip.param.definition

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

Modifier and Type	Method	Description
abstract LatentStateFixingsContainer	ScenarioMarketParams.fixings()	Retrieve the Latent State Fixings Container

Uses of LatentStateFixingsContainer in org.drip.param.market

Methods in org.drip.param.market that return LatentStateFixingsContainer

Modifier and Type	Method	Description
LatentStateFixingsContainer	CurveSurfaceQuoteContainer.fixings()	Retrieve the Latent State Fixings
LatentStateFixingsContainer	CurveSurfaceScenarioContainer.fixings()

Methods in org.drip.param.market with parameters of type LatentStateFixingsContainer

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
boolean	CreditCurveScenarioContainer.cookScenarioCC(java.lang.String strName, ValuationParams valParams, MergedDiscountForwardCurve dc, GovvieCurve gc, java.lang.String[] astrCalibMeasure, double[] adblQuote, double dblRecovery, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp, boolean bFlat, int iScenario)	Cook and save the credit curves corresponding to the scenario specified
boolean	DiscountCurveScenarioContainer.cookScenarioDC(ValuationParams valParams, GovvieCurve gc, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, double dblBump, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp, int iDCMode)	Generate the set of discount curves from the scenario specified, and the instrument quotes
boolean	CurveSurfaceQuoteContainer.setFixings(LatentStateFixingsContainer lsfc)	Set the Latent State Fixings Container Instance

Uses of LatentStateFixingsContainer in org.drip.state.boot

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

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
static MergedDiscountForwardCurve	DiscountCurveScenario.Standard(ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double bump, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a discount curve
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Volatility Curve
static CreditCurve[]	CreditCurveScenario.Tenor(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an array of tenor bumped credit curves
static MergedDiscountForwardCurve[]	DiscountCurveScenario.Tenor(ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double bump, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate an array of tenor bumped discount curves
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an array of tenor bumped Volatility curves
static CaseInsensitiveTreeMap<CreditCurve>	CreditCurveScenario.TenorMap(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an tenor named map of tenor bumped credit curves
static CaseInsensitiveTreeMap<MergedDiscountForwardCurve>	DiscountCurveScenario.TenorMap(ValuationParams valuationParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double bump, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a tenor map of tenor bumped discount curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an tenor named map of tenor bumped Volatility curves

Uses of LatentStateFixingsContainer in org.drip.state.creator

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

Modifier and Type	Method	Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.NonlinearBuild(JulianDate date, java.lang.String currency, CalibratableComponent[] calibrationInstrumentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, LatentStateFixingsContainer latentStateFixingsContainer)	Create Discount Curve from the Calibration Instruments
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String name, JulianDate spotDate, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer)	Create a Volatility Curve from the Calibration Instruments

Uses of LatentStateFixingsContainer in org.drip.state.credit

Methods in org.drip.state.credit with parameters of type LatentStateFixingsContainer

Modifier and Type	Method	Description
void	CreditCurve.setInstrCalibInputs(ValuationParams valuationParams, boolean flat, MergedDiscountForwardCurve discountCurve, GovvieCurve govvieCurve, CreditPricerParams creditPricerParams, CalibratableComponent[] calibratableComponentArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Set the calibration inputs for the CreditCurve

Uses of LatentStateFixingsContainer in org.drip.state.nonlinear

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

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
static boolean	NonlinearCurveBuilder.DiscountCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Discount Curve from the set of calibration components
static double	NonlinearCurveBuilder.DiscountCurveNode(ValuationParams valuationParams, Component component, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootDiscountCurve explicitBootDiscountCurve, GovvieCurve govvieCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Discount Curve Segment from the corresponding Component
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valuationParams, Component[] calibrationComponentArray, double[] calibrationValueArray, java.lang.String[] calibrationMeasureArray, double bump, boolean flat, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valuationParams, Component calibrationComponent, double calibrationValue, java.lang.String calibrationMeasure, boolean flat, int curveSegmentIndex, ExplicitBootVolatilityCurve explicitBootVolatilityCurve, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Single Volatility Curve Segment from the corresponding Component