Java LatentStateResponseModel.lengthDPE Examples

Example #1

File: CalibratableMultiSegmentSequence.java Project: hjuergens/creditanalytics

  @Override
  public double lengthDPE() throws java.lang.Exception {
    double dblDPE = 0.;

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

    return dblDPE;
  }