Package org.drip.state.estimator

Class LocalControlCurveParams

java.lang.Object

org.drip.state.estimator.SmoothingCurveStretchParams

org.drip.state.estimator.LocalControlCurveParams

public class LocalControlCurveParams
extends SmoothingCurveStretchParams

LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve smoothing. Flags implemented by LocalControlCurveParams control the following:

• LocalControlCurveParams constructor
• Retrieve the Apply Monotone Filter Flag
• Retrieve the Eliminate Spurious Extrema Flag
• Retrieve the C1 Generator Scheme

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
LocalControlCurveParams(java.lang.String c1GeneratorScheme, java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControl, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity, boolean eliminateSpuriousExtrema, boolean applyMonotoneFilter)	LocalControlCurveParams constructor

Method Summary

Modifier and Type	Method	Description
boolean	applyMonotoneFilter()	Retrieve the Apply Monotone Filter Flag
java.lang.String	C1GeneratorScheme()	Retrieve the C1 Generator Scheme
boolean	eliminateSpuriousExtrema()	Retrieve the Eliminate Spurious Extrema Flag

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

LocalControlCurveParams

public LocalControlCurveParams(java.lang.String c1GeneratorScheme,
java.lang.String smootheningQuantificationMetric,
SegmentCustomBuilderControl segmentCustomBuilderControl,
int calibrationDetail,
StretchBestFitResponse stretchBestFitResponse,
StretchBestFitResponse stretchBestFitResponseSensitivity,
boolean eliminateSpuriousExtrema,
boolean applyMonotoneFilter)
                        throws java.lang.Exception

LocalControlCurveParams constructor

Parameters:

c1GeneratorScheme - C1 Generator Stretch

smootheningQuantificationMetric - Curve Smoothening Quantification Metric

segmentCustomBuilderControl - Segment Builder Parameters

calibrationDetail - The Calibration Detail

stretchBestFitResponse - Curve Fitness Weighted Response

stretchBestFitResponseSensitivity - Curve Fitness Weighted Response Sensitivity

eliminateSpuriousExtrema - TRUE - Eliminate Spurious Extrema

applyMonotoneFilter - TRUE - Apply Monotone Filter

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

applyMonotoneFilter

public boolean applyMonotoneFilter()

Retrieve the Apply Monotone Filter Flag

Returns:

The Apply Monotone Filter Flag

eliminateSpuriousExtrema

public boolean eliminateSpuriousExtrema()

Retrieve the Eliminate Spurious Extrema Flag

Returns:

The Eliminate Spurious Extrema Flag

C1GeneratorScheme

public java.lang.String C1GeneratorScheme()

Retrieve the C1 Generator Scheme

Returns:

The C1 Generator Scheme