Package org.drip.state.estimator

Class SmoothingCurveStretchParams

java.lang.Object

org.drip.state.estimator.SmoothingCurveStretchParams

Direct Known Subclasses:

GlobalControlCurveParams, LocalControlCurveParams

public abstract class SmoothingCurveStretchParams
extends java.lang.Object

SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch. It provides functionality to:

• SmoothingCurveStretchParams constructor
• Set the Stretch's Segment Builder Control
• Retrieve the Curve Smoothening Quantification Metric
• Retrieve the Calibration Detail
• Retrieve the Default Segment Builder Parameters
• Retrieve the Segment Builder Parameters
• Retrieve the Best Fit Weighted Response
• Retrieve the Best Fit Weighted Response Sensitivity

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
SmoothingCurveStretchParams(java.lang.String smootheningQuantificationMetric, SegmentCustomBuilderControl segmentCustomBuilderControlDefault, int calibrationDetail, StretchBestFitResponse stretchBestFitResponse, StretchBestFitResponse stretchBestFitResponseSensitivity)	SmoothingCurveStretchParams constructor

Method Summary

Modifier and Type	Method	Description
StretchBestFitResponse	bestFitWeightedResponse()	Retrieve the Best Fit Weighted Response
StretchBestFitResponse	bestFitWeightedResponseSensitivity()	Retrieve the Best Fit Weighted Response Sensitivity
int	calibrationDetail()	Retrieve the Calibration Detail
SegmentCustomBuilderControl	defaultSegmentBuilderControl()	Retrieve the Default Segment Builder Parameters
SegmentCustomBuilderControl	segmentBuilderControl(java.lang.String stretchName)	Retrieve the Segment Builder Parameters
boolean	setStretchSegmentBuilderControl(java.lang.String stretchName, SegmentCustomBuilderControl segmentCustomBuilderControl)	Set the Stretch's Segment Builder Control
java.lang.String	smootheningQuantificationMetric()	Retrieve the Curve Smoothening Quantification Metric

Methods inherited from class java.lang.Object

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

Constructor Details

SmoothingCurveStretchParams

public SmoothingCurveStretchParams(java.lang.String smootheningQuantificationMetric,
SegmentCustomBuilderControl segmentCustomBuilderControlDefault,
int calibrationDetail,
StretchBestFitResponse stretchBestFitResponse,
StretchBestFitResponse stretchBestFitResponseSensitivity)
                            throws java.lang.Exception

SmoothingCurveStretchParams constructor

Parameters:

smootheningQuantificationMetric - Curve Smoothening Quantification Metric

segmentCustomBuilderControlDefault - Default Segment Builder Parameters

calibrationDetail - The Calibration Detail

stretchBestFitResponse - Stretch Fitness Weighted Response

stretchBestFitResponseSensitivity - Stretch Fitness Weighted Response Sensitivity

Throws:

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

Method Details

setStretchSegmentBuilderControl

public boolean setStretchSegmentBuilderControl(java.lang.String stretchName,
SegmentCustomBuilderControl segmentCustomBuilderControl)

Set the Stretch's Segment Builder Control

Parameters:

stretchName - Name of the Stretch for which the Segment Builder Parameters need to be set

segmentCustomBuilderControl - The Segment Builder Parameters

Returns:

TRUE - The Segment Builder Control Parameters have been successfully set

smootheningQuantificationMetric

public java.lang.String smootheningQuantificationMetric()

Retrieve the Curve Smoothening Quantification Metric

Returns:

The Curve Smoothening Quantification Metric

calibrationDetail

public int calibrationDetail()

Retrieve the Calibration Detail

Returns:

The Calibration Detail

defaultSegmentBuilderControl

public SegmentCustomBuilderControl defaultSegmentBuilderControl()

Retrieve the Default Segment Builder Parameters

Returns:

The Default Segment Builder Parameters

segmentBuilderControl

public SegmentCustomBuilderControl segmentBuilderControl(java.lang.String stretchName)

Retrieve the Segment Builder Parameters

Parameters:

stretchName - Name of the Stretch for which the Segment Builder Parameters are requested

Returns:

The Segment Builder Parameters

bestFitWeightedResponse

public StretchBestFitResponse bestFitWeightedResponse()

Retrieve the Best Fit Weighted Response

Returns:

The Best Fit Weighted Response

bestFitWeightedResponseSensitivity

public StretchBestFitResponse bestFitWeightedResponseSensitivity()

Retrieve the Best Fit Weighted Response Sensitivity

Returns:

The Best Fit Weighted Response Sensitivity