Java LatentStateResponseModel.right Examples

Example #1

File: CalibratableMultiSegmentSequence.java Project: hjuergens/creditanalytics

  @Override
  public double calcRightEdgeDerivative(final int iOrder) throws java.lang.Exception {
    org.drip.spline.segment.LatentStateResponseModel lsrm = _aLSRM[_aLSRM.length - 1];

    return lsrm.calcResponseValueDerivative(lsrm.right(), iOrder);
  }