Uses of Class
org.drip.spline.grid.OverlappingStretchSpan
| Package | Description |
|---|---|
| org.drip.state.curve |
Basis Spline Based Latent States
|
| org.drip.state.inference |
Latent State Stretch Sequence Inference
|
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Uses of OverlappingStretchSpan in org.drip.state.curve
Constructors in org.drip.state.curve with parameters of type OverlappingStretchSpan Constructor Description BasisSplineForwardRate(ForwardLabel forwardLabel, OverlappingStretchSpan span)BasisSplineForwardRate constructor -
Uses of OverlappingStretchSpan in org.drip.state.inference
Methods in org.drip.state.inference that return OverlappingStretchSpan Modifier and Type Method Description OverlappingStretchSpanLinearLatentStateCalibrator. calibrateSpan(LatentStateStretchSpec[] latentStateStretchSpecArray, double epochResponse, ValuationParams valuationParams, CreditPricerParams creditPricerParams, ValuationCustomizationParams valuationCustomizationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer)Calibrate the Span from the Instruments in the Stretches and their Details.