Package org.drip.state.estimator

Class GlobalControlCurveParams

java.lang.Object

org.drip.state.estimator.SmoothingCurveStretchParams

org.drip.state.estimator.GlobalControlCurveParams

Direct Known Subclasses:

LinearLatentStateCalibrator

public class GlobalControlCurveParams
extends SmoothingCurveStretchParams

GlobalControlCurveParams contains the Parameters controlling multiple Stretches in a Curve. It provides Functionality to:

• GlobalControlCurveParams constructor
• Retrieve the Calibration Boundary Condition

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Multi-Pass Customized Stretch Curve

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
GlobalControlCurveParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, BoundarySettings boundarySettings, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	GlobalControlCurveParams constructor

Method Summary

Modifier and Type	Method	Description
BoundarySettings	calibrationBoundaryCondition()	Retrieve the Calibration Boundary Condition

Methods inherited from class org.drip.state.estimator.SmoothingCurveStretchParams

bestFitWeightedResponse, bestFitWeightedResponseSensitivity, calibrationDetail, defaultSegmentBuilderControl, segmentBuilderControl, setStretchSegmentBuilderControl, smootheningQuantificationMetric

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

GlobalControlCurveParams

public GlobalControlCurveParams(java.lang.String smootheningQuantificationMetric,
SegmentCustomBuilderControl segmentCustomBuilderControl,
BoundarySettings boundarySettings,
int calibrationDetail,
StretchBestFitResponse stretchBestFitResponse,
StretchBestFitResponse stretchBestFitResponseSensitivity)
                         throws java.lang.Exception

GlobalControlCurveParams constructor

Parameters:

smootheningQuantificationMetric - Curve Smoothening Quantification Metric

segmentCustomBuilderControl - Segment Builder Parameters

boundarySettings - The Calibration Boundary Condition

calibrationDetail - The Calibration Detail

stretchBestFitResponse - Curve Fitness Weighted Response

stretchBestFitResponseSensitivity - Curve Fitness Weighted Response Sensitivity

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Details

calibrationBoundaryCondition

public BoundarySettings calibrationBoundaryCondition()

Retrieve the Calibration Boundary Condition

Returns:

The Calibration Boundary Condition