Package org.drip.spline.stretch

Interface SegmentSequenceBuilder

All Known Implementing Classes:
CkSegmentSequenceBuilder, LatentStateSequenceBuilder
public interface SegmentSequenceBuilder
SegmentSequenceBuilder is the interface that contains the stubs required for the construction of the segment stretch. It exposes the following functions:

  • Set the Stretch whose Segments are to be calibrated
  • Retrieve the Calibration Boundary Condition
  • Calibrate the Starting Segment using the LeftSlope
  • Calibrate the Segment Sequence in the Stretch
  • Compute the Stretch Manifest Measure Sensitivity Sequence

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Multi-Segment Sequence Spline Stretch

Author:
Lakshmi Krishnamurthy

  • Method Details

    • setStretch

      boolean setStretch​(MultiSegmentSequence multiSegmentSequence)
      Set the Stretch whose Segments are to be calibrated
      Parameters:
      multiSegmentSequence - The Stretch that needs to be calibrated
      Returns:
      TRUE - Stretch successfully set

    • getCalibrationBoundaryCondition

      BoundarySettings getCalibrationBoundaryCondition()
      Retrieve the Calibration Boundary Condition
      Returns:
      The Calibration Boundary Condition

    • calibStartingSegment

      boolean calibStartingSegment​(double leftSlope)
      Calibrate the Starting Segment using the LeftSlope
      Parameters:
      leftSlope - The Slope
      Returns:
      TRUE - The Segment was successfully set up.

    • calibSegmentSequence

      boolean calibSegmentSequence​(int startingSegment)
      Calibrate the Segment Sequence in the Stretch
      Parameters:
      startingSegment - The Starting Segment in the Sequence
      Returns:
      TRUE - The Segment Sequence successfully calibrated

    • manifestMeasureSensitivity

      boolean manifestMeasureSensitivity​(double leftSlopeSensitivity)
      Compute the Stretch Manifest Measure Sensitivity Sequence
      Parameters:
      leftSlopeSensitivity - The Leading Segment Left Slope Sensitivity
      Returns:
      TRUE - The Stretch Manifest Measure Sensitivity Sequence successfully computed