Package | Description |
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org.drip.param.definition | |
org.drip.param.pricer |
Modifier and Type | Method and Description |
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static CalibrationParams |
CalibrationParams.MakeStdCalibParams()
Creates a standard calibration parameter instance around the price measure and base type
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Modifier and Type | Field and Description |
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CalibrationParams |
PricerParams._calibParams
(Optional) Calibration Params
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Constructor and Description |
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PricerParams(int iUnitSize,
CalibrationParams calibParams,
boolean bSurvToPayDate,
int iDiscretizationScheme)
Create the pricer parameters from the discrete unit size, calibration mode on/off, survival to
pay/end date, and the discretization scheme
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