Uses of Package
org.drip.state.estimator
| Package | Description |
|---|---|
| org.drip.analytics.cashflow |
Unit/Composite Cash Flow Periods.
|
| org.drip.analytics.input |
Curve Surface Construction Customization Inputs
|
| org.drip.product.credit |
Credit Products - Components and Baskets
|
| org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
| org.drip.product.fra |
Standard/Market FRAs - Caps/Floors
|
| org.drip.product.fx |
FX Forwards, Cross Currency Swaps
|
| org.drip.product.govvie |
Treasury Bills, Notes, Bonds, Futures
|
| org.drip.product.option |
Options on Fixed Income Components
|
| org.drip.product.rates |
Fixed Income Multi-Stream Components
|
| org.drip.state.creator |
Scenario State Curve/Surface Builders
|
| org.drip.state.estimator |
Multi-Pass Customized Stretch Curve
|
| org.drip.state.inference |
Latent State Stretch Sequence Inference
|
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Classes in org.drip.state.estimator used by org.drip.analytics.cashflow Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.analytics.input Class Description GlobalControlCurveParams GlobalControlCurveParams contains the Parameters controlling multiple Stretches in a Curve. -
Classes in org.drip.state.estimator used by org.drip.product.credit Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.product.definition Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.product.fra Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.product.fx Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.product.govvie Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.product.option Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.product.rates Class Description PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration. -
Classes in org.drip.state.estimator used by org.drip.state.creator Class Description GlobalControlCurveParams GlobalControlCurveParams contains the Parameters controlling multiple Stretches in a Curve.LocalControlCurveParams LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve smoothing. -
Classes in org.drip.state.estimator used by org.drip.state.estimator Class Description PredictorResponseRelationSetup PredictorResponseRelationSetup holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration.PredictorResponseWeightConstraint PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote sensitivities) necessary needed for the Linear Calibration.SmoothingCurveStretchParams SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch. -
Classes in org.drip.state.estimator used by org.drip.state.inference Class Description GlobalControlCurveParams GlobalControlCurveParams contains the Parameters controlling multiple Stretches in a Curve.SmoothingCurveStretchParams SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch.