Package org.drip.sample.stretch

Knot Insertion Curvature Roughness Penalty

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
ATMTTESurface2D	ATMTTESurface2D demonstrates the Surface 2D ATM/TTE (X/Y) Stretch Construction and usage API.
CurvatureLengthRoughnessPenalty	CurvatureLengthRoughnessPenalty demonstrates the setting up and the usage of the curvature, the length, and the closeness of fit penalizing spline.
CurvatureRoughnessPenaltyFit	CurvatureRoughnessPenaltyFit demonstrates the setting up and the usage of the curvature and closeness of fit penalizing spline.
CustomDiscountCurveBuilder	CustomDiscountCurveBuilder contains samples that demo how to build a discount curve from purely the cash flows.
KnotInsertionPolynomialEstimator	KnotInsertionPolynomialEstimator demonstrates the Stretch builder and usage API.
KnotInsertionSequenceAdjuster	KnotInsertionSequenceAdjuster demonstrates the Stretch Manipulation and Adjustment API.
KnotInsertionTensionEstimator	KnotInsertionTensionEstimator demonstrates the Stretch builder and usage API.
KnottedRegressionSplineEstimator	KnottedRegressionSplineEstimator shows the sample construction and usage of Knot-based Regression Splines.
MultiSpanAggregationEstimator	MultiSpanAggregationEstimator demonstrates the Construction and Usage of the Multiple Span Aggregation Functionality.