Uses of Class
org.drip.product.definition.CalibratableComponent

Packages that use CalibratableComponent

Package	Description
org.drip.analytics.definition	Latent State Curves, Surfaces, Turns
org.drip.analytics.input	Curve Surface Construction Customization Inputs
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.definition	Fixed Income Components/Baskets Definitions
org.drip.product.fra	Standard/Market FRAs - Caps/Floors
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.product.option	Options on Fixed Income Components
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.state.basis	Basis State Curve Construction/Estimation
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.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
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.inference	Latent State Stretch Sequence Inference
org.drip.state.repo	Latent State Repo Curve Estimator

Uses of CalibratableComponent in org.drip.analytics.definition

Methods in org.drip.analytics.definition that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	Curve.calibComp()	Retrieve the Calibration Components
CalibratableComponent[]	MarketSurface.calibComp()
CalibratableComponent[]	NodeStructure.calibComp()

Uses of CalibratableComponent in org.drip.analytics.input

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

Modifier and Type	Method	Description
CalibratableComponent[]	BootCurveConstructionInput.components()
CalibratableComponent[]	CurveConstructionInputSet.components()	Retrieve the Array of the Calibration Components
CalibratableComponent[]	LatentStateShapePreservingCCIS.components()

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

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 CalibratableComponent

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 CalibratableComponent in org.drip.analytics.support

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

Modifier and Type	Method	Description
static CalibratableComponent[]	ForwardDecompositionUtil.CalibratableFixedIncomeComponentForwardArray(CalibratableComponent rc)	Decompose the Rates Component into an Array of Single Forward Rates Components
static CalibratableComponent[]	ForwardDecompositionUtil.DualStreamForwardArray(DualStreamComponent dsc)	Decompose the Dual Stream Component into an Array of Single Forward Period Dual Streams

Methods in org.drip.analytics.support with parameters of type CalibratableComponent

Modifier and Type	Method	Description
static CalibratableComponent[]	ForwardDecompositionUtil.CalibratableFixedIncomeComponentForwardArray(CalibratableComponent rc)	Decompose the Rates Component into an Array of Single Forward Rates Components

Uses of CalibratableComponent in org.drip.param.market

Constructors in org.drip.param.market with parameters of type CalibratableComponent

Constructor	Description
CreditCurveScenarioContainer(CalibratableComponent[] aCalibInst, double dblCouponBump, double dblRecoveryBump)	Construct CreditCurveScenarioContainer from the array of calibration instruments, the coupon bump parameter, and the recovery bump parameter
DiscountCurveScenarioContainer(CalibratableComponent[] aCalibInst)	Constructs an DiscountCurveScenarioContainer instance from the corresponding DiscountCurveScenarioGenerator

Uses of CalibratableComponent in org.drip.product.credit

Subclasses of CalibratableComponent in org.drip.product.credit

Modifier and Type	Class	Description
class	BondComponent	BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
class	CDSComponent	CDSComponent implements the credit default swap product contract details.

Uses of CalibratableComponent in org.drip.product.definition

Subclasses of CalibratableComponent in org.drip.product.definition

Modifier and Type	Class	Description
class	Bond	Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
class	CreditComponent	CreditComponent is the base abstract class on top of which all credit components are implemented.
class	CreditDefaultSwap	CreditDefaultSwap is the base abstract class implements the pricing, the valuation, and the RV analytics functionality for the CDS product.

Uses of CalibratableComponent in org.drip.product.fra

Subclasses of CalibratableComponent in org.drip.product.fra

Modifier and Type	Class	Description
class	FRAMarketComponent	FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions.
class	FRAStandardCapFloor	FRAStandardCapFloor implements the Caps and Floors on the Standard FRA.
class	FRAStandardCapFloorlet	FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet.
class	FRAStandardComponent	FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component.

Uses of CalibratableComponent in org.drip.product.fx

Subclasses of CalibratableComponent in org.drip.product.fx

Modifier and Type	Class	Description
class	FXForwardComponent	FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.

Methods in org.drip.product.fx that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent	ComponentPair.derivedComponent()	Retrieve the Derived Component
CalibratableComponent	ComponentPair.referenceComponent()	Retrieve the Reference Component

Constructors in org.drip.product.fx with parameters of type CalibratableComponent

Constructor	Description
ComponentPair(java.lang.String strName, CalibratableComponent rcReference, CalibratableComponent rcDerived, FixingSetting fxFixingSetting)	ComponentPair constructor

Uses of CalibratableComponent in org.drip.product.govvie

Subclasses of CalibratableComponent in org.drip.product.govvie

Modifier and Type	Class	Description
class	TreasuryComponent	TreasuryComponent implements the Functionality behind a Sovereign/Treasury Bond/Bill/Note.

Uses of CalibratableComponent in org.drip.product.option

Subclasses of CalibratableComponent in org.drip.product.option

Modifier and Type	Class	Description
class	CDSEuropeanOption	CDSEuropeanOption implements the Payer/Receiver European Option on a CDS.
class	FixFloatEuropeanOption	FixFloatEuropeanOption implements the Payer/Receiver European Option on the Fix-Float Swap.
class	OptionComponent	OptionComponent extends ComponentMarketParamRef and provides the following methods: Get the component's initial notional, notional, and coupon.

Uses of CalibratableComponent in org.drip.product.rates

Subclasses of CalibratableComponent in org.drip.product.rates

Modifier and Type	Class	Description
class	DualStreamComponent	DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.
class	FixFloatComponent	FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details.
class	FloatFloatComponent	FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details.
class	RatesBasket	RatesBasket contains the implementation of the Basket of Rates Component legs.
class	SingleStreamComponent	SingleStreamComponent implements fixed income component that is based off of a single stream.

Uses of CalibratableComponent in org.drip.state.basis

Methods in org.drip.state.basis that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	BasisCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.boot

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

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 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 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

Uses of CalibratableComponent in org.drip.state.creator

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

Modifier and Type	Method	Description
static CreditCurveScenarioContainer	ScenarioCreditCurveBuilder.CreateCCSC(CalibratableComponent[] calibratableComponentArray)	Create CreditScenarioCurve from the array of calibration instruments
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicKLKHyperbolicDFRateShapePreserver(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, boolean zeroSmooth)	Construct an instance of the Shape Preserver of the KLK Hyperbolic Tension Type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CubicPolyDFRateShapePreserver(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, boolean zeroSmooth)	Construct an instance of the Shape Preserver of the Cubic Polynomial Type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.CubicPolyShapePreserver(java.lang.String name, CurrencyPair currencyPair, int spotDate, CalibratableComponent[] calibratableComponentArray, double[] quoteArray, java.lang.String manifestMeasure, double fxSpot)	Construct an Instance of the Shape Preserver of the Cubic Polynomial Type, using the Specified Basis Set Builder Parameters.
static GovvieCurve	ScenarioGovvieCurveBuilder.CubicPolyShapePreserver(java.lang.String name, java.lang.String treasuryCode, java.lang.String currency, int spotDate, CalibratableComponent[] calibratableComponentArray, double[] quoteArray, java.lang.String manifestMeasure)	Construct an Instance of the Shape Preserver of the Cubic Polynomial Type, using the Specified Basis Set Builder Parameters.
static CreditCurve	ScenarioCreditCurveBuilder.Custom(java.lang.String name, JulianDate spotDate, CalibratableComponent[] calibratableComponentArray, MergedDiscountForwardCurve discountCurve, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, double recovery, boolean flat)	Calibrate the base credit curve from the input credit instruments, measures, and the quotes
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
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomDENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String tenor1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String tenor2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	Customizable DENSE Curve Creation Methodology - the references are: - Sankar, L.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DFRateShapePreserver(java.lang.String name, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, double epochResponse, boolean zeroSmooth)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DUALDENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String tenor1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String tenor2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.
static DiscountCurveScenarioContainer	ScenarioDiscountCurveBuilder.FromIRCSG(java.lang.String currency, CalibratableComponent[] calibratableComponentArray)	Create an DiscountCurveScenarioContainer Instance from the currency and the array of the calibration instruments
static GovvieCurve	ScenarioGovvieCurveBuilder.LinearPolyShapePreserver(java.lang.String name, java.lang.String treasuryCode, java.lang.String currency, int spotDate, CalibratableComponent[] calibratableComponentArray, double[] quoteArray, java.lang.String manifestMeasure)	Construct an Instance of the Shape Preserver of the Linear Polynomial Type, using the Specified Basis Set Builder Parameters.
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 ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String name, ForwardLabel friForwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibrationComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(java.lang.String name, java.lang.String treasuryCode, java.lang.String currency, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, SegmentInelasticDesignControl segmentInelasticDesignControl, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray)	Construct an Instance of the Shape Preserver of the desired Basis Spline Type, using the specified Basis Spline Set Builder Parameters.

Uses of CalibratableComponent in org.drip.state.credit

Methods in org.drip.state.credit that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	CreditCurve.calibComp()

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

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 CalibratableComponent in org.drip.state.curve

Methods in org.drip.state.curve that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	DerivedZeroRate.calibComp()
CalibratableComponent[]	DeterministicCollateralChoiceDiscountCurve.calibComp()
CalibratableComponent[]	DiscountFactorDiscountCurve.calibComp()
CalibratableComponent[]	ZeroRateDiscountCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.discount

Methods in org.drip.state.discount that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	ExplicitBootDiscountCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.estimator

Methods in org.drip.state.estimator with parameters of type CalibratableComponent

Modifier and Type	Method	Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a FX Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a FX Latent State Stretch Spec Instance

Uses of CalibratableComponent in org.drip.state.forward

Methods in org.drip.state.forward that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	ForwardCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.fx

Methods in org.drip.state.fx that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	FXCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.govvie

Methods in org.drip.state.govvie that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	ExplicitBootGovvieCurve.calibComp()
CalibratableComponent[]	GovvieCurve.calibComp()

Uses of CalibratableComponent in org.drip.state.inference

Methods in org.drip.state.inference that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent	LatentStateSegmentSpec.component()	Retrieve the Calibration Component Array

Constructors in org.drip.state.inference with parameters of type CalibratableComponent

Constructor	Description
LatentStateSegmentSpec(CalibratableComponent calibratableComponentArray, ProductQuoteSet productQuoteSet)	LatentStateSegmentSpec constructor

Uses of CalibratableComponent in org.drip.state.repo

Methods in org.drip.state.repo that return CalibratableComponent

Modifier and Type	Method	Description
CalibratableComponent[]	RepoCurve.calibComp()