Package org.drip.state.representation

Class MergeSubStretchManager

java.lang.Object
org.drip.state.representation.MergeSubStretchManager
public class MergeSubStretchManager
extends java.lang.Object
MergeSubStretchManager manages the different discount-forward merge stretches. It provides functionality to create, expand, or contract the merge stretches. It exposes the following functionality:
  • MergeSubStretchManager Constructor
  • Indicates whether the specified Latent State Label is Part of the Merge Stretch
  • Add the Specified Merge Stretch

Module Product Core Module
Library Fixed Income Analytics
Project Latent State Inference and Creation Utilities
Package Latent State Merge Sub-stretch
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    MergeSubStretchManager()
    Empty MergeSubStretchManager constructor

  • Method Summary

    Modifier and Type Method Description
    boolean addMergeStretch​(LatentStateMergeSubStretch latentStateMergeSubStretch)
    Add the Specified Merge Stretch
    boolean partOfMergeState​(double date, LatentStateLabel latentStateLabel)
    Indicates whether the specified Latent State Label is Part of the Merge Stretch

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • MergeSubStretchManager

      public MergeSubStretchManager()
      Empty MergeSubStretchManager constructor

  • Method Details

    • partOfMergeState

      public boolean partOfMergeState​(double date, LatentStateLabel latentStateLabel)
      Indicates whether the specified Latent State Label is Part of the Merge Stretch
      Parameters:
      date - The Date Node
      latentStateLabel - The Latent State Label
      Returns:
      TRUE - The specified Latent State Label is Part of the Merge Stretch

    • addMergeStretch

      public boolean addMergeStretch​(LatentStateMergeSubStretch latentStateMergeSubStretch)
      Add the Specified Merge Stretch
      Parameters:
      latentStateMergeSubStretch - The Merge Stretch
      Returns:
      TRUE - Successfully added