Uses of Class
org.drip.state.estimator.LocalControlCurveParams
Package | Description |
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org.drip.state.creator |
Scenario State Curve/Surface Builders
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Uses of LocalControlCurveParams in org.drip.state.creator
Methods in org.drip.state.creator with parameters of type LocalControlCurveParams Modifier and Type Method Description static MergedDiscountForwardCurve
ScenarioDiscountCurveBuilder. SmoothingLocalControlBuild(MergedDiscountForwardCurve shapePreserverDiscountCurve, LinearLatentStateCalibrator linearLatentStateCalibrator, LocalControlCurveParams localControlCurveParams, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams)
Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters