Uses of Interface
org.drip.spline.grid.Span
Package | Description |
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org.drip.dynamics.evolution |
Latent State Evolution Edges/Vertexes
|
org.drip.dynamics.lmm |
LMM Based Latent State Evolution
|
org.drip.spline.grid |
Aggregated/Overlapping Stretch/Span Grids
|
org.drip.spline.multidimensional |
Multi-dimensional Wire Surface Stretch
|
org.drip.state.curve |
Basis Spline Based Latent States
|
org.drip.state.inference |
Latent State Stretch Sequence Inference
|
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Uses of Span in org.drip.dynamics.evolution
Methods in org.drip.dynamics.evolution that return Span Modifier and Type Method Description Span
LSQMCurveIncrement. span(LatentStateLabel lsl, java.lang.String strQM)
Retrieve the specified Latent State Quantification Metric Span IncrementMethods in org.drip.dynamics.evolution with parameters of type Span Modifier and Type Method Description boolean
LSQMCurveIncrement. setQMSpan(LatentStateLabel lsl, java.lang.String strQM, Span spanIncrement)
Set the LSQM Increment Span -
Uses of Span in org.drip.dynamics.lmm
Methods in org.drip.dynamics.lmm that return Span Modifier and Type Method Description Span
BGMCurveUpdate. continuousForwardRateIncrement()
Retrieve the Instantaneous Continuously Compounded Forward Curve Increment SpanSpan
BGMCurveUpdate. discountCurveIncrement()
Retrieve the Discount Factor Discount Curve IncrementSpan
BGMCurveUpdate. forwardCurveIncrement()
Retrieve the LIBOR Forward Curve Increment SpanSpan
BGMCurveUpdate. instantaneousEffectiveForwardRate()
Retrieve the Instantaneous Effective Annual Forward Rate SpanSpan
BGMCurveUpdate. instantaneousNominalForwardRate()
Retrieve the Instantaneous Nominal Annual Forward Rate SpanSpan
BGMCurveUpdate. spotRateIncrement()
Retrieve the Spot Rate Discount Curve IncrementMethods in org.drip.dynamics.lmm with parameters of type Span Modifier and Type Method Description static BGMCurveUpdate
BGMCurveUpdate. Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, ForwardCurve fc, Span spanLIBORIncrement, MergedDiscountForwardCurve dc, Span spanDiscountFactorIncrement, Span spanContinuousForwardRateIncrement, Span spanSpotRateIncrement, Span spanInstantaneousEffectiveForward, Span spanInstantaneousNominalForward, LognormalLIBORVolatility llv)
Construct an Instance of BGMCurveUpdate -
Uses of Span in org.drip.spline.grid
Classes in org.drip.spline.grid that implement Span Modifier and Type Class Description class
AggregatedSpan
AggregatedSpan implements the Span interface.class
OverlappingStretchSpan
OverlappingStretchSpan implements the Span interface, and the collection functionality of overlapping Stretches.Methods in org.drip.spline.grid that return Span Modifier and Type Method Description Span
OverlappingStretchSpan. toNonOverlapping()
Convert the Overlapping Stretch Span to a non-overlapping Stretch Span.Constructor parameters in org.drip.spline.grid with type arguments of type Span Constructor Description AggregatedSpan(java.util.List<Span> spanList, java.util.List<java.lang.Double> weightList)
AggregatedSpan Constructor -
Uses of Span in org.drip.spline.multidimensional
Methods in org.drip.spline.multidimensional that return Span Modifier and Type Method Description Span
WireSurfaceStretch. wireSpanXAnchor(double xAnchor)
Retrieve the Surface Span Stretch that corresponds to the given X AnchorSpan
WireSurfaceStretch. wireSpanYAnchor(double yAnchor)
Retrieve the Surface Span Stretch that corresponds to the given Y AnchorConstructor parameters in org.drip.spline.multidimensional with type arguments of type Span Constructor Description WireSurfaceStretch(java.lang.String name, SegmentCustomBuilderControl segmentCustomBuilderControl, java.util.TreeMap<java.lang.Double,Span> wireSpanMap)
WireSurfaceStretch Constructor -
Uses of Span in org.drip.state.curve
Constructors in org.drip.state.curve with parameters of type Span Constructor Description BasisSplineBasisCurve(ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, Span span)
BasisSplineBasisCurve constructorBasisSplineDeterministicVolatility(int epochDate, CustomLabel customLabel, java.lang.String currency, Span impliedVolatilitySpan)
BasisSplineDeterministicVolatility ConstructorBasisSplineFXForward(CurrencyPair currencyPair, Span span)
BasisSplineFXForward constructorBasisSplineGovvieYield(java.lang.String treasuryCode, java.lang.String currency, Span span)
BasisSplineGovvieYield ConstructorBasisSplineRepoCurve(Component component, Span span)
BasisSplineRepoCurve constructorBasisSplineTermStructure(int epochDate, CustomLabel customLabel, java.lang.String currency, Span span)
BasisSplineTermStructure ConstructorDiscountFactorDiscountCurve(java.lang.String currency, Span span)
DiscountFactorDiscountCurve constructorZeroRateDiscountCurve(java.lang.String currency, Span span)
ZeroRateDiscountCurve constructor -
Uses of Span in org.drip.state.inference
Constructors in org.drip.state.inference with parameters of type Span Constructor Description LatentStateSequenceBuilder(double epochResponse, LatentStateStretchSpec latentStateStretchSpecification, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, Span span, StretchBestFitResponse stretchBestFitResponse, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> preceedingManifestSensitivityControlMap, StretchBestFitResponse stretchBestFitResponseQuoteSensitivity, BoundarySettings boundarySettings)
LatentStateSequenceBuilder constructor