Package org.drip.state.inference

Class LatentStateSegmentSpec

java.lang.Object

org.drip.state.inference.LatentStateSegmentSpec

public class LatentStateSegmentSpec
extends java.lang.Object

LatentStateSegmentSpec carries the calibration instrument and the manifest measure set used in calibrating the segment. It implements the following Functionality.

• LatentStateSegmentSpec Constructor
• Retrieve the Calibration Component Array
• Retrieve the Calibration Manifest Measure Quote Set

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Latent State Stretch Sequence Inference

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
LatentStateSegmentSpec(CalibratableComponent calibratableComponentArray, ProductQuoteSet productQuoteSet)	LatentStateSegmentSpec constructor

Method Summary

Modifier and Type	Method	Description
CalibratableComponent	component()	Retrieve the Calibration Component Array
ProductQuoteSet	manifestMeasures()	Retrieve the Calibration Manifest Measure Quote Set

Methods inherited from class java.lang.Object

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

Constructor Details

LatentStateSegmentSpec

public LatentStateSegmentSpec(CalibratableComponent calibratableComponentArray,
ProductQuoteSet productQuoteSet)
                       throws java.lang.Exception

LatentStateSegmentSpec constructor

Parameters:

calibratableComponentArray - The Calibratable Fixed Income Component Array

productQuoteSet - The Product Manifest Measure Quote Set Instance

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Details

component

public CalibratableComponent component()

Retrieve the Calibration Component Array

Returns:

The Calibration Component Array

manifestMeasures

public ProductQuoteSet manifestMeasures()

Retrieve the Calibration Manifest Measure Quote Set

Returns:

The Calibration Manifest Measure Quote Set