Uses of Class
org.drip.state.inference.LatentStateSegmentSpec
Package | Description |
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org.drip.product.fx |
FX Forwards, Cross Currency Swaps
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org.drip.state.inference |
Latent State Stretch Sequence Inference
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Uses of LatentStateSegmentSpec in org.drip.product.fx
Methods in org.drip.product.fx that return LatentStateSegmentSpec Modifier and Type Method Description LatentStateSegmentSpec
ComponentPair. derivedForwardSpec(ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double dblBasis, boolean bBasisOnDerivedComponent, boolean bBasisOnDerivedStream)
Generate the Derived Forward Latent State Segment SpecificationLatentStateSegmentSpec
ComponentPair. derivedFundingForwardSpec(ValuationParams valParams, CurveSurfaceQuoteContainer mktParams, double dblReferenceComponentBasis, boolean bBasisOnDerivedLeg, double dblSwapRate)
Generate the Derived Funding/Forward Merged Latent State Segment Specification -
Uses of LatentStateSegmentSpec in org.drip.state.inference
Methods in org.drip.state.inference that return LatentStateSegmentSpec Modifier and Type Method Description LatentStateSegmentSpec[]
LatentStateStretchSpec. segmentSpec()
Retrieve the Array of the Latent State Segment Product/Manifest Measure SequenceConstructors in org.drip.state.inference with parameters of type LatentStateSegmentSpec Constructor Description LatentStateStretchSpec(java.lang.String name, LatentStateSegmentSpec[] latentStateSegmentSpecArray)
LatentStateStretchSpec constructor