Class and Description |
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LinearCurveCalibrator
LinearCurveCalibrator creates the discount curve span from the instrument cash flows.
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StretchRepresentationSpec
StretchRepresentationSpec carries the calibration instruments and the corresponding calibration parameter
set in LSMM instances.
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Class and Description |
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LinearCurveCalibrator
LinearCurveCalibrator creates the discount curve span from the instrument cash flows.
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SmoothingCurveStretchParams
SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch.
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StretchRepresentationSpec
StretchRepresentationSpec carries the calibration instruments and the corresponding calibration parameter
set in LSMM instances.
|
Class and Description |
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GlobalControlCurveParams
GlobalControlCurveParams enhances the SmoothingCurveStretchParams to produce globally customized curve
smoothing.
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LinearCurveCalibrator
LinearCurveCalibrator creates the discount curve span from the instrument cash flows.
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LocalControlCurveParams
LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve
smoothing.
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StretchRepresentationSpec
StretchRepresentationSpec carries the calibration instruments and the corresponding calibration parameter
set in LSMM instances.
|
Class and Description |
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RatesCurveScenarioGenerator
RatesCurveScenarioGenerator uses the interest rate calibration instruments along with the component
calibrator to produce scenario interest rate curves.
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Class and Description |
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PredictorResponseWeightConstraint
PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote
sensitivities) necessary needed for the Linear Calibration.
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Class and Description |
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PredictorResponseWeightConstraint
PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote
sensitivities) necessary needed for the Linear Calibration.
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Class and Description |
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PredictorResponseWeightConstraint
PredictorResponseWeightConstraint holds the Linearized Constraints (and, optionally, their quote
sensitivities) necessary needed for the Linear Calibration.
|
Class and Description |
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GlobalControlCurveParams
GlobalControlCurveParams enhances the SmoothingCurveStretchParams to produce globally customized curve
smoothing.
|
SmoothingCurveStretchParams
SmoothingCurveStretchParams contains the Parameters needed to hold the Stretch.
|
StretchRepresentationSpec
StretchRepresentationSpec carries the calibration instruments and the corresponding calibration parameter
set in LSMM instances.
|