Uses of Class
org.drip.state.estimator.GlobalControlCurveParams
Package | Description |
---|---|
org.drip.analytics.input |
Curve Surface Construction Customization Inputs
|
org.drip.state.creator |
Scenario State Curve/Surface Builders
|
org.drip.state.inference |
Latent State Stretch Sequence Inference
|
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Uses of GlobalControlCurveParams in org.drip.analytics.input
Methods in org.drip.analytics.input that return GlobalControlCurveParams Modifier and Type Method Description GlobalControlCurveParams
LatentStateShapePreservingCCIS. shapePreservingLLSC()
Retrieve the Shape Preserving Linear Latent State Calibrator -
Uses of GlobalControlCurveParams in org.drip.state.creator
Methods in org.drip.state.creator with parameters of type GlobalControlCurveParams Modifier and Type Method Description static MergedDiscountForwardCurve
ScenarioDiscountCurveBuilder. SmoothingGlobalControlBuild(MergedDiscountForwardCurve shapePreserverDiscountCurve, LinearLatentStateCalibrator linearLatentStateCalibrator, GlobalControlCurveParams globalControlCurveParams, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams)
Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters -
Uses of GlobalControlCurveParams in org.drip.state.inference
Subclasses of GlobalControlCurveParams in org.drip.state.inference Modifier and Type Class Description class
LinearLatentStateCalibrator
LinearLatentStateCalibrator calibrates/constructs the Latent State Stretch/Span from the calibration instrument details.