Uses of Interface
org.drip.spline.basis.FunctionSetBuilderParams
| Package | Description |
|---|---|
| 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 classExponentialMixtureSetParamsExponentialMixtureSetParams 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.classExponentialRationalSetParamsExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set, i.e., the exponential tension and the rational tension parameters.classExponentialTensionSetParamsExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set.classKaklisPandelisSetParamsKaklisPandelisSetParams implements per segment parameters for the Kaklis Pandelis basis set.classPolynomialFunctionSetParamsPolynomialFunctionSetParams 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 FunctionSetBuilderParamsSegmentCustomBuilderControl. 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 MergedDiscountForwardCurveScenarioDiscountCurveBuilder. 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 ForwardCurveScenarioForwardCurveBuilder. 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 FXCurveScenarioFXCurveBuilder. 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 GovvieCurveScenarioGovvieCurveBuilder. 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.