Uses of Interface
org.drip.spline.basis.FunctionSetBuilderParams
Package | Description |
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org.drip.regression.spline |
Custom Basis Spline Regression Engine
|
org.drip.spline.basis |
Basis Spline Construction/Customization Parameters
|
org.drip.spline.params |
Spline Segment Construction Control Parameters
|
org.drip.state.creator |
Scenario State Curve/Surface Builders
|
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Uses of FunctionSetBuilderParams in org.drip.regression.spline
Constructors in org.drip.regression.spline with parameters of type FunctionSetBuilderParams Constructor Description LocalControlBasisSplineRegressor(java.lang.String strName, java.lang.String strScenarioName, java.lang.String strBasisSpline, FunctionSetBuilderParams fsbp, int iCk)
LocalControlBasisSplineRegressor constructor -
Uses of FunctionSetBuilderParams in org.drip.spline.basis
Classes in org.drip.spline.basis that implement FunctionSetBuilderParams Modifier and Type Class Description class
ExponentialMixtureSetParams
ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set, i.e., the array of the exponential tension parameters, one per each entity in the mixture.class
ExponentialRationalSetParams
ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set, i.e., the exponential tension and the rational tension parameters.class
ExponentialTensionSetParams
ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set.class
KaklisPandelisSetParams
KaklisPandelisSetParams implements per segment parameters for the Kaklis Pandelis basis set.class
PolynomialFunctionSetParams
PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline. -
Uses of FunctionSetBuilderParams in org.drip.spline.params
Methods in org.drip.spline.params that return FunctionSetBuilderParams Modifier and Type Method Description FunctionSetBuilderParams
SegmentCustomBuilderControl. basisSetParams()
Retrieve the Basis Set ParametersConstructors in org.drip.spline.params with parameters of type FunctionSetBuilderParams Constructor Description SegmentCustomBuilderControl(java.lang.String basisSpline, FunctionSetBuilderParams functionSetBuilderParams, SegmentInelasticDesignControl segmentInelasticDesignControl, ResponseScalingShapeControl responseScalingShapeControl, PreceedingManifestSensitivityControl preceedingManifestSensitivityControl)
SegmentCustomBuilderControl constructor -
Uses of FunctionSetBuilderParams in org.drip.state.creator
Methods in org.drip.state.creator with parameters of type FunctionSetBuilderParams Modifier and Type Method Description 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 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 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.