Uses of Class
org.drip.state.discount.TurnListDiscountFactor

Packages that use TurnListDiscountFactor

Package	Description
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.discount	Discount Curve Spline Latent State

Uses of TurnListDiscountFactor in org.drip.state.creator

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

Modifier and Type	Method	Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.CustomDENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String tenor1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String tenor2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	Customizable DENSE Curve Creation Methodology - the references are: - Sankar, L.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	The Standard DENSE Curve Creation Methodology - this uses no re-construction set for the short term, and uses 3M dense re-construction for the Swap Set.
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.DUALDENSE(java.lang.String name, ValuationParams valuationParams, CalibratableComponent[] calibrationComponentArray1, double[] calibrationQuoteArray1, java.lang.String tenor1, java.lang.String[] manifestMeasureArray1, CalibratableComponent[] calibrationComponentArray2, double[] calibrationQuoteArray2, java.lang.String tenor2, java.lang.String[] manifestMeasureArray2, TurnListDiscountFactor turnListDiscountFactor)	The DUAL DENSE Curve Creation Methodology - this uses configurable re-construction set for the short term, and another configurable re-construction for the Swap Set.

Uses of TurnListDiscountFactor in org.drip.state.discount

Methods in org.drip.state.discount with parameters of type TurnListDiscountFactor

Modifier and Type	Method	Description
boolean	MergedDiscountForwardCurve.setTurns(TurnListDiscountFactor turnListDiscountFactor)	Set the Discount Curve Turns'