public class RatesLSMM extends LatentStateMetricMeasure
LATENT_STATE_SURVIVAL, QUANTIFICATION_METRIC_FORWARD_HAZARD_RATE, QUANTIFICATION_METRIC_SURVIVAL_PROBABILITY, QUANTIFICATION_METRIC_ZERO_HAZARD_RATE
Constructor and Description |
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RatesLSMM(java.lang.String strID,
java.lang.String strQuantificationMetric,
java.lang.String strManifestMeasure,
double dblMeasureQuoteValue,
TurnListDiscountFactor tldf)
RatesLSMM constructor
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Modifier and Type | Method and Description |
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TurnListDiscountFactor |
turnsDiscount()
Retrieve the Turn List Discount Factor
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getID, getManifestMeasure, getMeasureQuoteValue, getQuantificationMetric
public RatesLSMM(java.lang.String strID, java.lang.String strQuantificationMetric, java.lang.String strManifestMeasure, double dblMeasureQuoteValue, TurnListDiscountFactor tldf) throws java.lang.Exception
strID
- Name/ID of the Hidden StatestrQuantificationMetric
- The Quantification Metric of the Latent StatestrManifestMeasure
- Name of the Product Measure from which the Calibration/Inference estimates
the Latent State's Quantification MetricdblMeasureQuoteValue
- Manifest Measure Quote Valuetldf
- The Turn List Discount Factorjava.lang.Exception
- Thrown if the inputs are invalidpublic TurnListDiscountFactor turnsDiscount()