Uses of Class
org.drip.spline.params.SegmentCustomBuilderControl

Packages that use SegmentCustomBuilderControl

Package	Description
org.drip.dynamics.lmm	LMM Based Latent State Evolution
org.drip.exposure.regression	Regression Based Path Exposure Generation
org.drip.sample.dual	G7 Standard Cross Currency Swap
org.drip.sample.forward	IBOR Spline Forward Curve Construction
org.drip.service.template	Curve Construction Product Builder Templates
org.drip.spline.multidimensional	Multi-dimensional Wire Surface Stretch
org.drip.spline.pchip	Monotone Convex Themed PCHIP Splines
org.drip.spline.stretch	Multi-Segment Sequence Spline Stretch
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
org.drip.state.inference	Latent State Stretch Sequence Inference
org.drip.xva.settings	XVA Group and Path Settings

Uses of SegmentCustomBuilderControl in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return SegmentCustomBuilderControl

Modifier and Type	Method	Description
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcContinuousForwardIncrement()	Retrieve the Instantaneous Continuously Compounded Forward Rate Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcDiscountFactor()	Retrieve the Discount Factor Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcDiscountFactorIncrement()	Retrieve the Discount Factor Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcInstantaneousEffectiveForward()	Retrieve the Instantaneous Effective Annual Forward Rate Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcInstantaneousNominalForward()	Retrieve the Instantaneous Nominal Annual Forward Rate Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcLIBOR()	Retrieve the LIBOR Curve Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcLIBORIncrement()	Retrieve the LIBOR Increment Segment Custom Builder Control Instance
SegmentCustomBuilderControl	LognormalLIBORCurveEvolver.scbcSpotRateIncrement()	Retrieve the Spot Rate Increment Segment Custom Builder Control Instance

Methods in org.drip.dynamics.lmm with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static LognormalLIBORCurveEvolver	LognormalLIBORCurveEvolver.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbc)	Create a LognormalLIBORCurveEvolver Instance

Constructors in org.drip.dynamics.lmm with parameters of type SegmentCustomBuilderControl

Constructor

Description

LognormalLIBORCurveEvolver(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbcLIBOR, SegmentCustomBuilderControl scbcDiscountFactor, SegmentCustomBuilderControl scbcLIBORIncrement, SegmentCustomBuilderControl scbcDiscountFactorIncrement, SegmentCustomBuilderControl scbcContinuousForwardIncrement, SegmentCustomBuilderControl scbcSpotRateIncrement, SegmentCustomBuilderControl scbcInstantaneousEffectiveForward, SegmentCustomBuilderControl scbcInstantaneousNominalForward)

LognormalLIBORCurveEvolver Constructor

Uses of SegmentCustomBuilderControl in org.drip.exposure.regression

Methods in org.drip.exposure.regression that return SegmentCustomBuilderControl

Modifier and Type	Method	Description
SegmentCustomBuilderControl[]	LocalVolatilityGenerationControl.segmentCustomBuilderControlArray()	Retrieve the Custom Segment Builder Control Array

Constructors in org.drip.exposure.regression with parameters of type SegmentCustomBuilderControl

Constructor	Description
LocalVolatilityGenerationControl(int localVolatilityIndexShift, double[] uniformCPDArray, double[] impliedBrownianVariateArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray)	LocalVolatilityGenerationControl Constructor

Uses of SegmentCustomBuilderControl in org.drip.sample.dual

Methods in org.drip.sample.dual with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static void	CCBSForwardCurve.ForwardCurveReferenceComponentBasis(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, MergedDiscountForwardCurve dcDerived, ForwardCurve fc6MDerived, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, boolean bBasisOnDerivedLeg)	Set the Forward Curve Reference Component Basis
static void	CCBSDiscountCurve.MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)	Construct the Discount Curve

Uses of SegmentCustomBuilderControl in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve #2
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(java.lang.String strCurrency, JulianDate dtSpot, int[] aiDepositMaturityDays, double[] adblDepositQuote, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String[] astrOISFutureTenor, java.lang.String[] astrOISFutureMaturityTenor, double[] adblOISFutureQuote, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, SegmentCustomBuilderControl scbc, FloaterIndex fi)	Construct the Merged Forward Discount Curve

Uses of SegmentCustomBuilderControl in org.drip.service.template

Methods in org.drip.service.template with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.FundingCurve(JulianDate spotDate, java.lang.String currency, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, double[] futuresQuoteArray, java.lang.String futuresMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray, double[] quoteArray, java.lang.String calibrationMeasure, double fxSpot, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an FX Curve from the FX Forward Instruments
static GovvieCurve	LatentMarketStateBuilder.GovvieCurve(java.lang.String treasuryCode, JulianDate spotDate, JulianDate[] effectiveDateArray, JulianDate[] maturityDateArray, double[] couponArray, double[] quoteArray, java.lang.String calibrationMeasure, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Govvie Curve from the Treasury Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.OvernightCurve(JulianDate spotDate, java.lang.String currency, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] shortEndOISMaturityTenorArray, double[] shortEndOISQuoteArray, java.lang.String shortEndOISMeasure, java.lang.String[] oisFuturesEffectiveTenorArray, java.lang.String[] oisFuturesMaturityTenorArray, double[] oisFuturesQuoteArray, java.lang.String oisFuturesMeasure, java.lang.String[] longEndOISMaturityTenorArray, double[] longEndOISQuoteArray, java.lang.String longEndOISMeasure, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Overnight Curve from Overnight Exchange/OTC Market Instruments
static MergedDiscountForwardCurve	LatentMarketStateBuilder.SingleStretchFundingCurve(JulianDate spotDate, java.lang.String currency, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, double[] futuresQuoteArray, java.lang.String futuresMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Single Stretch Funding Curve Based off of the Input Exchange/OTC Market Instruments Using the specified Spline

Uses of SegmentCustomBuilderControl in org.drip.spline.multidimensional

Constructors in org.drip.spline.multidimensional with parameters of type SegmentCustomBuilderControl

Constructor	Description
WireSurfaceStretch(java.lang.String name, SegmentCustomBuilderControl segmentCustomBuilderControl, java.util.TreeMap<java.lang.Double,Span> wireSpanMap)	WireSurfaceStretch Constructor

Uses of SegmentCustomBuilderControl in org.drip.spline.pchip

Methods in org.drip.spline.pchip with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static MultiSegmentSequence	LocalControlStretchBuilder.CreateAkimaStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Generate the local control C1 Slope using the Akima Cubic Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateBesselCubicSplineStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create Hermite/Bessel C1 Cubic Spline Stretch
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHarmonicMonotoneStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Harmonic Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHuynhLeFlochLimiterStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Huynh Le Floch Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman83MonotoneStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateHyman89MonotoneStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create Hyman (1989) enhancement to the Hyman (1983) Monotone Preserving Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateKrugerStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Kruger Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateMonotoneConvexStretch(java.lang.String name, double[] predictorOrdinateArray, double[] observationArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean linearNodeInference, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Generate the local control C1 Slope using the Hagan-West Monotone Convex Algorithm.
static MultiSegmentSequence	LocalControlStretchBuilder.CreateVanLeerLimiterStretch(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	Create the Van Leer Limiter Stretch.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, double[] customSlopeArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode)	Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.
static MultiSegmentSequence	LocalControlStretchBuilder.CustomSlopeHermiteSpline(java.lang.String name, int[] predictorOrdinateArray, double[] responseValueArray, double[] customSlopeArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, int setupMode)	Create a Stretch off of Hermite Splines from the specified the Predictor Ordinates, the Response Values, the Custom Slopes, and the Segment Builder Parameters.

Uses of SegmentCustomBuilderControl in org.drip.spline.stretch

Methods in org.drip.spline.stretch that return SegmentCustomBuilderControl

Modifier and Type	Method	Description
SegmentCustomBuilderControl[]	CalibratableMultiSegmentSequence.segmentBuilderControl()
SegmentCustomBuilderControl[]	MultiSegmentSequence.segmentBuilderControl()	Retrieve the Segment Builder Parameters

Methods in org.drip.spline.stretch with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static MultiSegmentSequence	MultiSegmentSequenceModifier.AppendSegment(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinateAppendRight, SegmentResponseValueConstraint segmentResponseValueConstraint, SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail)	Append a Segment to the Right of the Specified Stretch using the Supplied Constraint
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, double responseValue, SegmentCustomBuilderControl segmentCustomBuilderControl, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a Calibrated Stretch Instance from the Array of Predictor Ordinates and a flat Response Value
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, double stretchLeftResponseValue, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified Predictor Ordinates, Response Values, and their Constraints, using the specified Segment Builder Parameters.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, SegmentResponseValueConstraint stretchLeftSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified Predictor Ordinates and the Response Value Constraints, with the Segment Builder Parameters.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateCalibratedStretchEstimator(java.lang.String name, int[] predictorOrdinateArray, double[] responseValueArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a calibrated Stretch Instance over the specified array of Predictor Ordinates and Response Values using the specified Basis Splines.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateRegressionSplineEstimator(java.lang.String name, double[] knotPredictorOrdinateArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)	Create a Regression Spline Instance over the specified array of Predictor Ordinate Knot Points and the Set of the Points to be Best Fit.
static LatentStateResponseModel[]	MultiSegmentSequenceBuilder.CreateSegmentSet(double[] predictorOrdinateArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray)	Create an uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.
static MultiSegmentSequence	MultiSegmentSequenceBuilder.CreateUncalibratedStretchEstimator(java.lang.String name, double[] predictorOrdinateArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray)	Create an Uncalibrated Stretch instance over the specified Predictor Ordinate Array using the specified Basis Spline Parameters for the Segment.

Constructors in org.drip.spline.stretch with parameters of type SegmentCustomBuilderControl

Constructor	Description
CalibratableMultiSegmentSequence(java.lang.String name, LatentStateResponseModel[] latentStateResponseModelArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray)	CalibratableMultiSegmentSequence constructor - Construct a sequence of Basis Spline Segments

Uses of SegmentCustomBuilderControl in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Basis Curve
static FXCurve	ScenarioFXCurveBuilder.CustomSplineCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, SegmentCustomBuilderControl segmentCustomBuilderControl, double fxSpot)	Create an Instance of the Custom Splined FX Forward Curve
static GovvieCurve	ScenarioGovvieCurveBuilder.CustomSplineCurve(java.lang.String name, JulianDate startDate, java.lang.String treasuryCode, java.lang.String currency, int[] maturityDateArray, double[] yieldArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Govvie Yield Curve
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomSplineDiscountCurve(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] discountFactorArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Discount Curve
static RepoCurve	ScenarioRepoCurveBuilder.CustomSplineRepoCurve(java.lang.String name, JulianDate spotDate, Component component, int[] dateArray, double[] repoRateArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Repo Curve
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.CustomSplineTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, int[] dateArray, double[] impliedVolatilityArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct the Deterministic Volatility Term Structure Instance using the specified Custom Spline
static NodeStructure	ScenarioTermStructureBuilder.CustomSplineTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] dateArray, double[] nodeArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Term Structure Instance using the specified Custom Spline
static MarketSurface	ScenarioLocalVolatilityBuilder.CustomSplineWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double[] strikeArray, double[] maturityArray, double[][] callPriceGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Build an Instance of the Volatility Surface using custom wire span and surface splines
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomSplineWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, double[] yArray, double[][] nodeGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Build an Instance of the Market Node Surface using Custom Wire Span and Surface Splines.
static MarketSurface	ScenarioMarketSurfaceBuilder.CustomWireSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] xArray, java.lang.String[] tenorArray, double[][] nodeGrid, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSegmentCustomBuilderControl)	Construct a Scenario Market Surface off of Custom Wire Spline and Custom Surface Spline.
static MarketSurface	ScenarioMarketSurfaceBuilder.HestonRunMarketSurface(java.lang.String name, JulianDate startDate, java.lang.String currency, double riskFreeRate, double underlier, boolean isForward, double initialVolatility, double[] strikeArray, java.lang.String[] tenorArray, HestonOptionPricerParams hestonOptionPricerParams, boolean generatePriceSurface, SegmentCustomBuilderControl wireSpanSegmentCustomBuilderControl, SegmentCustomBuilderControl surfaceSpanSegmentCustomBuilderControl)	Create a Price/Volatility Market Surface Based off of a Single Run using the Heston 1993 Model
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

Uses of SegmentCustomBuilderControl in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
static DerivedZeroRate	DerivedZeroRate.FromBaseCurve(int frequency, java.lang.String dayCount, java.lang.String calendar, boolean applyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, DiscountCurve discountCurve, double bump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Input Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromDiscountCurve(int zeroCurveFrequency, java.lang.String zeroCurveDayCount, java.lang.String zeroCurveCalendar, boolean zeroCurveApplyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, DiscountCurve discountCurve, double zeroCurveBump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Discount Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromGovvieCurve(int zeroCurveFrequency, java.lang.String zeroCurveDayCountConvention, java.lang.String zeroCurveCalendar, boolean zeroCurveApplyEOMAdjustment, java.util.List<CompositePeriod> couponPeriodList, int workoutDate, int valuationDate, int cashPayDate, GovvieCurve govvieCurve, double zeroCurveBump, ValuationCustomizationParams valuationCustomizationParams, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct an Instance from the Govvie Curve and the related Parameters

Uses of SegmentCustomBuilderControl in org.drip.state.estimator

Methods in org.drip.state.estimator that return SegmentCustomBuilderControl

Modifier and Type	Method	Description
SegmentCustomBuilderControl	SmoothingCurveStretchParams.defaultSegmentBuilderControl()	Retrieve the Default Segment Builder Parameters
SegmentCustomBuilderControl	SmoothingCurveStretchParams.segmentBuilderControl(java.lang.String stretchName)	Retrieve the Segment Builder Parameters

Methods in org.drip.state.estimator with parameters of type SegmentCustomBuilderControl

Modifier and Type	Method	Description
boolean	SmoothingCurveStretchParams.setStretchSegmentBuilderControl(java.lang.String stretchName, SegmentCustomBuilderControl segmentCustomBuilderControl)	Set the Stretch's Segment Builder Control

Constructors in org.drip.state.estimator with parameters of type SegmentCustomBuilderControl

Constructor	Description
CurveStretch(java.lang.String name, LatentStateResponseModel[] latentStateResponseModelArray, SegmentCustomBuilderControl[] segmentCustomBuilderControlArray)	CurveStretch constructor - Construct a sequence of Basis Spline Segments
GlobalControlCurveParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	GlobalControlCurveParams constructor
LocalControlCurveParams(java.lang.String c1GeneratorScheme, java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	LocalControlCurveParams constructor
SmoothingCurveStretchParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControlDefault, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	SmoothingCurveStretchParams constructor

Uses of SegmentCustomBuilderControl in org.drip.state.inference

Constructors in org.drip.state.inference with parameters of type SegmentCustomBuilderControl

Constructor	Description
LinearLatentStateCalibrator(SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	LinearLatentStateCalibrator constructor

Uses of SegmentCustomBuilderControl in org.drip.xva.settings

Methods in org.drip.xva.settings that return SegmentCustomBuilderControl

Modifier and Type	Method	Description
SegmentCustomBuilderControl	StandardizedExposureGeneratorScheme.collateralizedExposureSegmentBuilderControl()	Retrieve the Collateralized Exposure Segment Builder Control
SegmentCustomBuilderControl	StandardizedExposureGeneratorScheme.collateralizedPositiveExposureSegmentBuilderControl()	Retrieve the Collateralized Positive Exposure Segment Builder Control

Constructors in org.drip.xva.settings with parameters of type SegmentCustomBuilderControl

Constructor	Description
StandardizedExposureGeneratorScheme(double eadMultiplier, int timeIntegrand, SegmentCustomBuilderControl collateralizedExposureSegmentBuilderControl, SegmentCustomBuilderControl collateralizedPositiveExposureSegmentBuilderControl)	StandardizedExposureGeneratorScheme Constructor