Uses of Class
org.drip.spline.stretch.BoundarySettings
Package | Description |
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org.drip.spline.stretch |
Multi-Segment Sequence Spline Stretch
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org.drip.state.estimator |
Multi-Pass Customized Stretch Curve
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org.drip.state.inference |
Latent State Stretch Sequence Inference
|
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Uses of BoundarySettings in org.drip.spline.stretch
Methods in org.drip.spline.stretch that return BoundarySettings Modifier and Type Method Description static BoundarySettings
BoundarySettings. FinancialStandard()
Return the Instance of the Standard Financial Boundary Conditionstatic BoundarySettings
BoundarySettings. FloatingStandard()
Return the Instance of the Standard Floating Boundary ConditionBoundarySettings
CkSegmentSequenceBuilder. getCalibrationBoundaryCondition()
BoundarySettings
SegmentSequenceBuilder. getCalibrationBoundaryCondition()
Retrieve the Calibration Boundary Conditionstatic BoundarySettings
BoundarySettings. NaturalStandard()
Return the Instance of the Standard Natural Boundary Conditionstatic BoundarySettings
BoundarySettings. NotAKnotStandard(int leftDerivativeOrder, int rightDerivativeOrder)
Return the Instance of the Standard Not-A-Knot Boundary ConditionMethods in org.drip.spline.stretch with parameters of type BoundarySettings 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 Constraintstatic 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 Valuestatic 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 MultiSegmentSequence
MultiSegmentSequenceModifier. InsertKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, double responseValue, BoundarySettings boundarySettings, int calibrationDetail)
Insert the specified Predictor Ordinate Knot into the specified Stretch, using the specified Response Valueboolean
CalibratableMultiSegmentSequence. setup(double leftStretchResponseValue, double[] segmentRightResponseValueArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
boolean
CalibratableMultiSegmentSequence. setup(double leftStretchResponseValue, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings bBoundarySettings, int calibrationDetail)
boolean
CalibratableMultiSegmentSequence. setup(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
boolean
MultiSegmentSequence. setup(double stretchLeftResponseValue, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge Response and the Target Constraints.boolean
MultiSegmentSequence. setup(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Stretch Left Edge and the Target Constraints.boolean
SingleSegmentLagrangePolynomial. setup(double leadingY, double[] responseValueArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
boolean
SingleSegmentSequence. setup(double stretchLeadingResponse, double[] segmentRightEdgeResponseArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings, int calibrationDetail)
Set up (i.e., calibrate) the individual Segments in the Stretch to the Response Values corresponding to each Segment Predictor right Ordinate.Constructors in org.drip.spline.stretch with parameters of type BoundarySettings Constructor Description CkSegmentSequenceBuilder(SegmentResponseValueConstraint leadingSegmentResponseValueConstraint, SegmentResponseValueConstraint[] segmentResponseValueConstraintArray, StretchBestFitResponse stretchBestFitResponse, BoundarySettings boundarySettings)
CkSegmentSequenceBuilder constructor -
Uses of BoundarySettings in org.drip.state.estimator
Methods in org.drip.state.estimator that return BoundarySettings Modifier and Type Method Description BoundarySettings
GlobalControlCurveParams. calibrationBoundaryCondition()
Retrieve the Calibration Boundary ConditionConstructors in org.drip.state.estimator with parameters of type BoundarySettings Constructor Description GlobalControlCurveParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)
GlobalControlCurveParams constructor -
Uses of BoundarySettings in org.drip.state.inference
Methods in org.drip.state.inference that return BoundarySettings Modifier and Type Method Description BoundarySettings
LatentStateSequenceBuilder. getCalibrationBoundaryCondition()
Constructors in org.drip.state.inference with parameters of type BoundarySettings 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 constructorLinearLatentStateCalibrator(SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)
LinearLatentStateCalibrator constructor