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

Packages that use LinearLatentStateCalibrator

Package	Description
org.drip.analytics.input	Curve Surface Construction Customization Inputs
org.drip.state.creator	Scenario State Curve/Surface Builders

Uses of LinearLatentStateCalibrator in org.drip.analytics.input

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

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

Uses of LinearLatentStateCalibrator in org.drip.state.creator

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

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
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingGlobalControlBuild(MergedDiscountForwardCurve shapePreserverDiscountCurve, LinearLatentStateCalibrator linearLatentStateCalibrator, GlobalControlCurveParams globalControlCurveParams, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams)	Build a Globally Smoothed Instance of the Discount Curve using the Custom Parameters
static MergedDiscountForwardCurve	ScenarioDiscountCurveBuilder.SmoothingLocalControlBuild(MergedDiscountForwardCurve shapePreserverDiscountCurve, LinearLatentStateCalibrator linearLatentStateCalibrator, LocalControlCurveParams localControlCurveParams, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams)	Build a Locally Smoothed Instance of the Discount Curve using the Custom Parameters