Package | Description |
---|---|
org.drip.state.estimator |
Modifier and Type | Method and Description |
---|---|
OverlappingStretchSpan |
LinearCurveCalibrator.calibrateSpan(StretchRepresentationSpec[] aSRS,
double dblEpochResponse,
ValuationParams valParams,
PricerParams pricerParams,
QuotingParams quotingParams,
ComponentMarketParams cmp)
Calibrate the Span from the Instruments in the Stretches, and their Cash Flows.
|