Uses of Class
org.drip.state.inference.LatentStateStretchSpec

Packages that use LatentStateStretchSpec

Package	Description
org.drip.analytics.input	Curve Surface Construction Customization Inputs
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

Uses of LatentStateStretchSpec in org.drip.analytics.input

Methods in org.drip.analytics.input that return LatentStateStretchSpec

Modifier and Type	Method	Description
LatentStateStretchSpec[]	LatentStateShapePreservingCCIS.stretchSpec()	Retrieve the Array of Latent State Stretch Representation Specifications

Constructors in org.drip.analytics.input with parameters of type LatentStateStretchSpec

Constructor	Description
LatentStateShapePreservingCCIS(LinearLatentStateCalibrator llscShapePreserving, LatentStateStretchSpec[] aStretchSpec, ValuationParams valParam, CreditPricerParams pricerParam, ValuationCustomizationParams vcp, CurveSurfaceQuoteContainer csqs)	LatentStateShapePreservingCCIS constructor

Uses of LatentStateStretchSpec in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type LatentStateStretchSpec

Modifier and Type	Method	Description
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.ShapePreservingDFBuild(java.lang.String currency, LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Discount Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, ForwardLabel forwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Forward Curve using the Custom Parameters
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving FX Curve using the Custom Parameters
static GovvieCurve	ScenarioGovvieCurveBuilder.ShapePreservingGovvieCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, java.lang.String treasuryCode, java.lang.String currency, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Govvie Curve using the Custom Parameters

Uses of LatentStateStretchSpec in org.drip.state.estimator

Methods in org.drip.state.estimator that return LatentStateStretchSpec

Modifier and Type	Method	Description
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairDiscountStretch(java.lang.String stretchName, ComponentPair[] componentPairArray, ValuationParams valuationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, double[] referenceComponentBasisArray, double[] swapRateArray, boolean basisOnDerivedLeg)	Construct an instance of LatentStateStretchSpec for the Construction of the Discount Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ComponentPairForwardStretch(java.lang.String stretchName, ComponentPair[] componentPairArray, ValuationParams valuationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, double[] basisArray, boolean basisOnDerivedComponent, boolean basisOnDerivedStream)	Construct an instance of LatentStateStretchSpec for the Construction of the Forward Curve from the specified Inputs
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardFundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a Merged Forward-Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.ForwardStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a Forward Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FundingStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a Funding Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String[] calibrationMeasureArray, double[] calibrationQuoteArray)	Construct a FX Latent State Stretch Spec Instance
static LatentStateStretchSpec	LatentStateStretchBuilder.FXStretchSpec(java.lang.String stretchName, CalibratableComponent[] calibratableComponentArray, java.lang.String calibrationMeasure, double[] calibrationQuoteArray)	Construct a FX Latent State Stretch Spec Instance

Uses of LatentStateStretchSpec in org.drip.state.inference

Methods in org.drip.state.inference with parameters of type LatentStateStretchSpec

Modifier and Type	Method	Description
OverlappingStretchSpan	LinearLatentStateCalibrator.calibrateSpan(LatentStateStretchSpec[] latentStateStretchSpecArray, double epochResponse, ValuationParams valuationParams, CreditPricerParams creditPricerParams, ValuationCustomizationParams valuationCustomizationParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer)	Calibrate the Span from the Instruments in the Stretches and their Details.

Constructors in org.drip.state.inference with parameters of type LatentStateStretchSpec

Constructor

Description

LatentStateSequenceBuilder(double epochResponse, LatentStateStretchSpec latentStateStretchSpecification, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, Span span, StretchBestFitResponse stretchBestFitResponse, CaseInsensitiveHashMap<PreceedingManifestSensitivityControl> preceedingManifestSensitivityControlMap, StretchBestFitResponse stretchBestFitResponseQuoteSensitivity, BoundarySettings boundarySettings)

LatentStateSequenceBuilder constructor