Java LatentStateResponseModel.bestFitDPE Examples

Example #1

File: CalibratableMultiSegmentSequence.java Project: hjuergens/creditanalytics

  @Override
  public double bestFitDPE(final org.drip.spline.params.StretchBestFitResponse rbfr)
      throws java.lang.Exception {
    if (null == rbfr) return 0.;

    double dblDPE = 0.;

    for (org.drip.spline.segment.LatentStateResponseModel lsrm : _aLSRM)
      dblDPE += lsrm.bestFitDPE(rbfr.sizeToSegment(lsrm));

    return dblDPE;
  }