Package org.drip.state.inference

Class LatentStateStretchSpec

java.lang.Object
org.drip.state.inference.LatentStateStretchSpec
public class LatentStateStretchSpec
extends java.lang.Object
LatentStateStretchSpec carries the Latent State Segment Sequence corresponding to the calibratable Stretch. It implements the following Functionality.
  • LatentStateStretchSpec Constructor
  • Retrieve the Name of the LatentStateStretchSpec Instance
  • Retrieve the Array of the Latent State Segment Product/Manifest Measure Sequence

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
    LatentStateStretchSpec​(java.lang.String name, LatentStateSegmentSpec[] latentStateSegmentSpecArray)
    LatentStateStretchSpec constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String name()
    Retrieve the Name of the LatentStateStretchSpec Instance
    LatentStateSegmentSpec[] segmentSpec()
    Retrieve the Array of the Latent State Segment Product/Manifest Measure Sequence

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • LatentStateStretchSpec

      public LatentStateStretchSpec​(java.lang.String name, LatentStateSegmentSpec[] latentStateSegmentSpecArray) throws java.lang.Exception
      LatentStateStretchSpec constructor
      Parameters:
      name - Stretch Name
      latentStateSegmentSpecArray - The Latent State Segment Product/Manifest Measure Sequence contained in the Stretch
      Throws:
      java.lang.Exception - Thrown if Inputs are invalid

  • Method Details

    • name

      public java.lang.String name()
      Retrieve the Name of the LatentStateStretchSpec Instance
      Returns:
      Name of the LatentStateStretchSpec Instance

    • segmentSpec

      public LatentStateSegmentSpec[] segmentSpec()
      Retrieve the Array of the Latent State Segment Product/Manifest Measure Sequence
      Returns:
      The Array of the Latent State Segment Product/Manifest Measure Sequence