Package | Description |
---|---|
org.drip.product.params | |
org.drip.spline.grid | |
org.drip.state.representation |
Modifier and Type | Class and Description |
---|---|
class |
FloatingRateIndex
FloatingRateIndex contains the Index Parameters corresponding to a Floating Stream.
|
Modifier and Type | Method and Description |
---|---|
boolean |
FloatingRateIndex.match(LatentStateLabel lslOther) |
Modifier and Type | Method and Description |
---|---|
boolean |
Span.isMergeState(double dblPredictorOrdinate,
LatentStateLabel lsl)
Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate
|
boolean |
OverlappingStretchSpan.isMergeState(double dblPredictorOrdinate,
LatentStateLabel lsl) |
Modifier and Type | Method and Description |
---|---|
LatentStateLabel |
LatentStateMergeSubStretch.label()
Retrieve the Latent State Label
|
Modifier and Type | Method and Description |
---|---|
boolean |
LatentStateLabel.match(LatentStateLabel lslOther)
Indicate whether this Label matches the supplied.
|
boolean |
MergeSubStretchManager.partOfMergeState(double dblDate,
LatentStateLabel lsl)
Indicates whether the specified Latent State Label is Part of the Merge Stretch
|
Constructor and Description |
---|
LatentStateMergeSubStretch(double dblStartDate,
double dblEndDate,
LatentStateLabel lsl)
LatentStateMergeSubStretch constructor
|