Package | Description |
---|---|
org.drip.state.curve |
Modifier and Type | Method and Description |
---|---|
FlatForwardDiscountCurve |
FlatForwardDiscountCurve.createBasisRateShiftedCurve(double[] adblDate,
double[] adblBasis) |
FlatForwardDiscountCurve |
FlatForwardDiscountCurve.parallelShiftManifestMeasure(double dblShift) |
FlatForwardDiscountCurve |
FlatForwardDiscountCurve.parallelShiftQuantificationMetric(double dblShift) |
FlatForwardDiscountCurve |
FlatForwardDiscountCurve.shiftManifestMeasure(int iSpanIndex,
double dblShift) |