Package | Description |
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org.drip.analytics.rates | |
org.drip.state.estimator |
Modifier and Type | Method and Description |
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SmoothingCurveStretchParams |
SmoothingCCIS.scsp()
Retrieve the Smoothing Curve Stretch Parameters
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Constructor and Description |
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SmoothingCCIS(DiscountCurve dcShapePreserver,
SmoothingCurveStretchParams scsp,
LinearCurveCalibrator lccShapePreserving,
StretchRepresentationSpec[] aRBS,
ValuationParams valParam,
PricerParams pricerParam,
QuotingParams quotingParam,
ComponentMarketParams cmp)
SmoothingCCIS constructor
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Modifier and Type | Class and Description |
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class |
GlobalControlCurveParams
GlobalControlCurveParams enhances the SmoothingCurveStretchParams to produce globally customized curve
smoothing.
|
class |
LinearCurveCalibrator
LinearCurveCalibrator creates the discount curve span from the instrument cash flows.
|
class |
LocalControlCurveParams
LocalControlCurveParams enhances the SmoothingCurveStretchParams to produce locally customized curve
smoothing.
|