Uses of Interface
org.drip.spline.stretch.MultiSegmentSequence

Packages that use MultiSegmentSequence

Package	Description
org.drip.spline.grid	Aggregated/Overlapping Stretch/Span Grids
org.drip.spline.pchip	Monotone Convex Themed PCHIP Splines
org.drip.spline.stretch	Multi-Segment Sequence Spline Stretch
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
org.drip.state.inference	Latent State Stretch Sequence Inference

Uses of MultiSegmentSequence in org.drip.spline.grid

Methods in org.drip.spline.grid that return MultiSegmentSequence

Modifier and Type	Method	Description
MultiSegmentSequence	AggregatedSpan.getContainingStretch(double predictorOrdinate)
MultiSegmentSequence	OverlappingStretchSpan.getContainingStretch(double predictorOrdinate)
MultiSegmentSequence	Span.getContainingStretch(double predictorOrdinate)	Retrieve the first Stretch that contains the Predictor Ordinate
MultiSegmentSequence	AggregatedSpan.getStretch(java.lang.String name)
MultiSegmentSequence	OverlappingStretchSpan.getStretch(java.lang.String name)
MultiSegmentSequence	Span.getStretch(java.lang.String name)	Retrieve the Stretch by Name

Methods in org.drip.spline.grid with parameters of type MultiSegmentSequence

Modifier and Type	Method	Description
boolean	AggregatedSpan.addStretch(MultiSegmentSequence multiSegmentSequence)
boolean	OverlappingStretchSpan.addStretch(MultiSegmentSequence multiSegmentSequence)
boolean	Span.addStretch(MultiSegmentSequence multiSegmentSequence)	Add a Stretch to the Span

Constructors in org.drip.spline.grid with parameters of type MultiSegmentSequence

Constructor	Description
OverlappingStretchSpan(MultiSegmentSequence multiSegmentSequence)	OverlappingStretchSpan constructor

Uses of MultiSegmentSequence in org.drip.spline.pchip

Methods in org.drip.spline.pchip that return MultiSegmentSequence

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 MultiSegmentSequence in org.drip.spline.stretch

Classes in org.drip.spline.stretch that implement MultiSegmentSequence

Modifier and Type	Class	Description
class	CalibratableMultiSegmentSequence	CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.

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

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
MultiSegmentSequence	MultiSegmentSequence.clipLeft(java.lang.String name, double predictorOrdinate)	Generate a new Stretch by clipping all the Segments to the Left of the specified Predictor Ordinate.
MultiSegmentSequence	MultiSegmentSequence.clipRight(java.lang.String name, double predictorOrdinate)	Generate a new Stretch by clipping all the Segments to the Right of the specified Predictor Ordinate.
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 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.
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCardinalKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, double cardinalTension)	Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCatmullRomKnot(MultiSegmentSequence inputMultiSegmentSequence, double knotOrdinate)	Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
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 Value
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, SegmentPredictorResponseDerivative leftSegmentRightEdgePredictorResponseDerivative, SegmentPredictorResponseDerivative rightSegmentLeftEdgePredictorResponseDerivative)	Insert the Predictor Ordinate Knot into the specified Stretch

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

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	MultiSegmentSequenceModifier.InsertCardinalKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, double cardinalTension)	Insert a Cardinal Knot into the specified Stretch at the specified Predictor Ordinate Location
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertCatmullRomKnot(MultiSegmentSequence inputMultiSegmentSequence, double knotOrdinate)	Insert a Catmull-Rom Knot into the specified Stretch at the specified Predictor Ordinate Location
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 Value
static MultiSegmentSequence	MultiSegmentSequenceModifier.InsertKnot(MultiSegmentSequence inputMultiSegmentSequence, double predictorOrdinate, SegmentPredictorResponseDerivative leftSegmentRightEdgePredictorResponseDerivative, SegmentPredictorResponseDerivative rightSegmentLeftEdgePredictorResponseDerivative)	Insert the Predictor Ordinate Knot into the specified Stretch
boolean	CkSegmentSequenceBuilder.setStretch(MultiSegmentSequence multiSegmentSequence)
boolean	SegmentSequenceBuilder.setStretch(MultiSegmentSequence multiSegmentSequence)	Set the Stretch whose Segments are to be calibrated

Uses of MultiSegmentSequence in org.drip.state.estimator

Classes in org.drip.state.estimator that implement MultiSegmentSequence

Modifier and Type	Class	Description
class	CurveStretch	CurveStretch expands the regular Multi-Segment Stretch to aid the calibration of Boot-strapped Instruments.

Uses of MultiSegmentSequence in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type MultiSegmentSequence

Modifier and Type	Method	Description
boolean	LatentStateSequenceBuilder.setStretch(MultiSegmentSequence multiSegmentSequence)