Package | Description |
---|---|
org.drip.param.creator | |
org.drip.regression.spline | |
org.drip.spline.basis | |
org.drip.spline.params |
Modifier and Type | Method and Description |
---|---|
static DiscountCurve |
RatesScenarioCurveBuilder.DFRateShapePreserver(java.lang.String strName,
ValuationParams valParams,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam,
java.lang.String strBasisType,
FunctionSetBuilderParams fsbp,
CalibratableComponent[] aCalibComp1,
double[] adblQuote1,
CalibratableComponent[] aCalibComp2,
double[] adblQuote2,
double dblEpochResponse,
boolean bZeroSmooth)
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set
builder parameters.
|
static DiscountCurve |
RatesScenarioCurveBuilder.ForwardRateShapePreserver(java.lang.String strName,
ValuationParams valParams,
java.lang.String strBasisType,
FunctionSetBuilderParams fsbp,
CalibratableComponent[] aCalibComp,
double[] adblQuote)
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set
builder parameters.
|
static ForwardCurve |
RatesScenarioCurveBuilder.ShapePreservingForwardCurve(java.lang.String strName,
FloatingRateIndex fri,
ValuationParams valParams,
PricerParams pricerParam,
ComponentMarketParams cmp,
QuotingParams quotingParam,
java.lang.String strBasisType,
FunctionSetBuilderParams fsbp,
CalibratableComponent[] aCalibComp,
double[] adblQuote,
double dblEpochResponse)
Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set
builder parameters.
|
Constructor and Description |
---|
LocalControlBasisSplineRegressor(java.lang.String strName,
java.lang.String strScenarioName,
java.lang.String strBasisSpline,
FunctionSetBuilderParams fsbp,
int iCk)
LocalControlBasisSplineRegressor constructor
|
Modifier and Type | Class and Description |
---|---|
class |
ExponentialMixtureSetParams
ExponentialMixtureSetParams implements per-segment parameters for the exponential mixture basis set -
the array of the exponential tension parameters, one per each entity in the mixture.
|
class |
ExponentialRationalSetParams
ExponentialRationalSetParams implements per-segment parameters for the exponential rational basis set
- the exponential tension and the rational tension parameters.
|
class |
ExponentialTensionSetParams
ExponentialTensionSetParams implements per-segment parameters for the exponential tension basis set -
currently it only contains the tension parameter.
|
class |
KaklisPandelisSetParams
KaklisPandelisSetParams implements per-segment parameters for the Kaklis Pandelis basis set -
currently it only holds the polynomial tension degree.
|
class |
PolynomialFunctionSetParams
PolynomialFunctionSetParams implements per-segment basis set parameters for the polynomial basis spline -
currently it holds the number of basis functions.
|
Modifier and Type | Method and Description |
---|---|
FunctionSetBuilderParams |
SegmentCustomBuilderControl.basisSetParams()
Retrieve the Basis Set Parameters
|
Constructor and Description |
---|
SegmentCustomBuilderControl(java.lang.String strBasisSpline,
FunctionSetBuilderParams fsbp,
SegmentDesignInelasticControl sdic,
ResponseScalingShapeControl rssc)
SegmentCustomBuilderControl constructor
|