Package | Description |
---|---|
org.drip.analytics.definition | |
org.drip.analytics.rates | |
org.drip.state.curve |
Modifier and Type | Class and Description |
---|---|
class |
BootCurveConstructionInput
BootCurveConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
|
class |
CurveSpanConstructionInput
CurveSpanConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
|
class |
ShapePreservingCCIS
ShapePreservingCCIS extends the CurveSpanConstructionInput Instance.
|
Modifier and Type | Method and Description |
---|---|
boolean |
Curve.setCCIS(CurveConstructionInputSet ccis)
Set the Curve Construction Input Set Parameters
|
boolean |
CreditCurve.setCCIS(CurveConstructionInputSet ccis) |
Modifier and Type | Class and Description |
---|---|
class |
SmoothingCCIS
SmoothingCCIS enhances the Shape Preserving CCIS for smoothing customizations.
|
Modifier and Type | Method and Description |
---|---|
boolean |
ForwardCurve.setCCIS(CurveConstructionInputSet ccis) |
boolean |
ExplicitBootDiscountCurve.setCCIS(CurveConstructionInputSet ccis) |
Modifier and Type | Method and Description |
---|---|
boolean |
ZeroRateDiscountCurve.setCCIS(CurveConstructionInputSet ccis) |
boolean |
DiscountFactorDiscountCurve.setCCIS(CurveConstructionInputSet ccis) |
boolean |
DerivedZeroRate.setCCIS(CurveConstructionInputSet ccis) |
boolean |
DerivedFXForward.setCCIS(CurveConstructionInputSet ccis) |
boolean |
DerivedFXBasis.setCCIS(CurveConstructionInputSet ccis) |