Package | Description |
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org.drip.analytics.rates | |
org.drip.state.curve |
Modifier and Type | Class and Description |
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class |
DiscountForwardEstimator
DiscountForwardEstimator exposes the "native" forward curve associated with the specified discount curve.
|
class |
ForwardCurve
ForwardCurve is the stub for the forward curve functionality.
|
Modifier and Type | Method and Description |
---|---|
abstract ForwardRateEstimator |
DiscountCurve.forwardRateEstimator(double dblDate,
FloatingRateIndex fri)
Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance
corresponding to the specified Floating Rate Index
|
Modifier and Type | Class and Description |
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class |
BasisSplineForwardRate
BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response
Representation.
|
Modifier and Type | Method and Description |
---|---|
ForwardRateEstimator |
ZeroRateDiscountCurve.forwardRateEstimator(double dblDate,
FloatingRateIndex fri) |
ForwardRateEstimator |
NonlinearDiscountFactorDiscountCurve.forwardRateEstimator(double dblDate,
FloatingRateIndex fri) |
ForwardRateEstimator |
FlatForwardDiscountCurve.forwardRateEstimator(double dblDate,
FloatingRateIndex fri) |
ForwardRateEstimator |
DiscountFactorDiscountCurve.forwardRateEstimator(double dblDate,
FloatingRateIndex fri) |
ForwardRateEstimator |
DerivedZeroRate.forwardRateEstimator(double dblDate,
FloatingRateIndex fri) |