Package org.drip.spline.stretch

Multi-Segment Sequence Spline Stretch

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
MultiSegmentSequence	MultiSegmentSequence is the interface that exposes functionality that spans multiple segments.
SegmentSequenceBuilder	SegmentSequenceBuilder is the interface that contains the stubs required for the construction of the segment stretch.
SingleSegmentSequence	SingleSegmentSequence is the interface that exposes functionality that spans multiple segments.

Class Summary

Class	Description
BoundarySettings	BoundarySettings implements the Boundary Settings that determine the full extent of description of the regime's State.
CalibratableMultiSegmentSequence	CalibratableMultiSegmentSequence implements the MultiSegmentSequence span that spans multiple segments.
CkSegmentSequenceBuilder	CkSegmentSequenceBuilder implements the SegmentSequenceBuilder interface to customize segment sequence construction.
MultiSegmentSequenceBuilder	MultiSegmentSequenceBuilder exports Stretch creation/calibration methods to generate customized basis splines, with customized segment behavior using the segment control.
MultiSegmentSequenceModifier	MultiSegmentSequenceModifier exports Stretch modification/alteration methods to generate customized basis splines, with customized segment behavior using the segment control.
SingleSegmentLagrangePolynomial	SingleSegmentLagrangePolynomial implements the SingleSegmentSequence Stretch interface using the Lagrange Polynomial Estimator.