Constant Field Values

Contents

• org.drip.*

org.drip.*

org.drip.analytics.cashflow.ComposableUnitPeriod

Modifier and Type	Constant Field	Value
public static final int	NODE_INSIDE_SEGMENT	2
public static final int	NODE_LEFT_OF_SEGMENT	1
public static final int	NODE_RIGHT_OF_SEGMENT	4

org.drip.analytics.date.DateUtil

Modifier and Type	Constant Field	Value
public static final int	APRIL	4
public static final int	AUGUST	8
public static final int	DECEMBER	12
public static final int	FEBRUARY	2
public static final int	FRIDAY	4
public static final int	JANUARY	1
public static final int	JULY	7
public static final int	JUNE	6
public static final int	LEFT_INCLUDE	1
public static final int	MARCH	3
public static final int	MAY	5
public static final int	MONDAY	0
public static final int	NOVEMBER	11
public static final int	OCTOBER	10
public static final int	RIGHT_INCLUDE	2
public static final int	SATURDAY	5
public static final int	SEPTEMBER	9
public static final int	SUNDAY	6
public static final int	THURSDAY	3
public static final int	TUESDAY	1
public static final int	WEDNESDAY	2

org.drip.analytics.daycount.Convention

Modifier and Type	Constant Field	Value
public static final int	DATE_ROLL_ACTUAL	0
public static final int	DATE_ROLL_FOLLOWING	1
public static final int	DATE_ROLL_MODIFIED_FOLLOWING	2
public static final int	DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY	4
public static final int	DATE_ROLL_MODIFIED_PREVIOUS	16
public static final int	DATE_ROLL_PREVIOUS	8
public static final int	WEEKDAY_HOLS	1
public static final int	WEEKEND_HOLS	2

org.drip.analytics.definition.LatentStateStatic

Modifier and Type	Constant Field	Value
public static final java.lang.String	DISCOUNT_QM_COMPOUNDED_SHORT_RATE	"DISCOUNT_QM_COMPOUNDED_SHORT_RATE"
public static final java.lang.String	DISCOUNT_QM_DISCOUNT_FACTOR	"DISCOUNT_QM_DISCOUNT_FACTOR"
public static final java.lang.String	DISCOUNT_QM_FORWARD_RATE	"DISCOUNT_QM_FORWARD_RATE"
public static final java.lang.String	DISCOUNT_QM_ZERO_RATE	"DISCOUNT_QM_ZERO_RATE"
public static final java.lang.String	FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE	"FORWARD_QM_CONTINUOUSLY_COMPOUNDED_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_FORWARD_RATE	"FORWARD_QM_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_INSTANTANEOUS_EFFECTIVE_FORWARD_RATE	"FORWARD_QM_EFFECTIVE_ANNUAL_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_INSTANTANEOUS_FORWARD_RATE	"FORWARD_QM_INSTANTANEOUS_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_INSTANTANEOUS_NOMINAL_FORWARD_RATE	"FORWARD_QM_NOMINAL_ANNUAL_FORWARD_RATE"
public static final java.lang.String	FORWARD_QM_LIBOR_RATE	"FORWARD_QM_LIBOR_RATE"
public static final java.lang.String	FORWARD_QM_SHIFTED_FORWARD_RATE	"FORWARD_QM_SHIFTED_FORWARD_RATE"
public static final java.lang.String	FX_QM_FORWARD_OUTRIGHT	"FX_QM_FORWARD_OUTRIGHT"
public static final java.lang.String	GOVVIE_QM_YIELD	"GOVVIE_QM_YIELD"
public static final java.lang.String	LATENT_STATE_FORWARD	"LATENT_STATE_FORWARD"
public static final java.lang.String	LATENT_STATE_FUNDING	"LATENT_STATE_FUNDING"
public static final java.lang.String	LATENT_STATE_FX	"LATENT_STATE_FX"
public static final java.lang.String	LATENT_STATE_GOVVIE	"LATENT_STATE_GOVVIE"
public static final java.lang.String	LATENT_STATE_VOLATILITY	"LATENT_STATE_VOLATILITY"
public static final java.lang.String	VOLATILITY_QM_LOGNORMAL_VOLATILITY	"VOLATILITY_QM_LOGNORMAL_VOLATILITY"
public static final java.lang.String	VOLATILITY_QM_NORMAL_VOLATILITY	"VOLATILITY_QM_NORMAL_VOLATILITY"
public static final java.lang.String	VOLATILITY_QM_SABR_VOLATILITY	"VOLATILITY_QM_SABR_VOLATILITY"

org.drip.analytics.eventday.DateInMonth

Modifier and Type	Constant Field	Value
public static final int	INSTANCE_GENERATOR_RULE_EDGE_LAG	1
public static final int	INSTANCE_GENERATOR_RULE_SPECIFIC_DAY_OF_MONTH	3
public static final int	INSTANCE_GENERATOR_RULE_WEEK_DAY	2

org.drip.analytics.support.CompositePeriodBuilder

Modifier and Type	Constant Field	Value
public static final int	ACCRUAL_COMPOUNDING_RULE_ARITHMETIC	1
public static final int	ACCRUAL_COMPOUNDING_RULE_GEOMETRIC	2
public static final int	EDGE_DATE_SEQUENCE_FORWARD	0
public static final int	EDGE_DATE_SEQUENCE_OVERNIGHT	4
public static final int	EDGE_DATE_SEQUENCE_REGULAR	2
public static final int	EDGE_DATE_SEQUENCE_REVERSE	1
public static final int	EDGE_DATE_SEQUENCE_SINGLE	8
public static final int	FULL_FRONT_PERIOD	1
public static final int	LONG_STUB	2
public static final int	REFERENCE_PERIOD_IN_ADVANCE	1
public static final int	REFERENCE_PERIOD_IN_ARREARS	0
public static final int	SHORT_STUB	0

org.drip.analytics.support.Logger

Modifier and Type	Constant Field	Value
public static final int	DEBUG	4
public static final int	ERROR	0
public static final int	INFO	2
public static final int	WARNING	1

org.drip.execution.adaptive.CoordinatedVariationTrajectoryGenerator

Modifier and Type	Constant Field	Value
public static final int	TRADE_RATE_STATIC_INITIALIZATION	1
public static final int	TRADE_RATE_ZERO_INITIALIZATION	2

org.drip.execution.athl.CalibrationEmpirics

Modifier and Type	Constant Field	Value
public static final double	PERMANENT_IMPACT_COEFFICIENT	0.314
public static final double	PERMANENT_IMPACT_COEFFICIENT_ONE_SIGMA	0.041
public static final double	PERMANENT_IMPACT_EXPONENT	1.0
public static final double	PERMANENT_IMPACT_EXPONENT_ATHL2005	0.891
public static final double	PERMANENT_IMPACT_EXPONENT_ATHL2005_ONE_SIGMA	0.1
public static final double	PERMANENT_IMPACT_EXPONENT_QUASI_ARBITRAGE_FREE	1.0
public static final double	PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT	0.25
public static final double	PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT_ATHL2005	0.267
public static final double	PERMANENT_IMPACT_INVERSE_TURNOVER_EXPONENT_ATHL2005_ONE_SIGMA	0.22
public static final double	TEMPORARY_IMPACT_COEFFICIENT	0.142
public static final double	TEMPORARY_IMPACT_COEFFICIENT_ONE_SIGMA	0.0062
public static final double	TEMPORARY_IMPACT_EXPONENT	0.6
public static final double	TEMPORARY_IMPACT_EXPONENT_ONE_SIGMA	0.038

org.drip.feed.transformer.FundingFixFloatMarksReconstitutor

Modifier and Type	Constant Field	Value
public static final double	s_dblScaler	0.01

org.drip.feed.transformer.GovvieTreasuryMarksReconstitutor

Modifier and Type	Constant Field	Value
public static final double	s_dblScaler	0.01
public static final java.lang.String	s_strCalibrationMeasure	"Yield"

org.drip.feed.transformer.OvernightIndexMarksReconstitutor

Modifier and Type	Constant Field	Value
public static final double	s_dblScaler	0.01

org.drip.function.r1tor1.HyperbolicTension

Modifier and Type	Constant Field	Value
public static final int	COSH	2
public static final int	SINH	1

org.drip.function.r1tor1solver.InitializationHeuristics

Modifier and Type	Constant Field	Value
public static final int	BRACKETING_CUSTOM_BCP	16
public static final int	BRACKETING_EDGE_HINTS	1
public static final int	BRACKETING_FLOOR_CEILING	4
public static final int	BRACKETING_GENERIC_BCP	0
public static final int	BRACKETING_MID_HINT	2
public static final int	SEARCH_HARD_BRACKETS	8

org.drip.function.rdtor1descent.ArmijoEvolutionVerifier

Modifier and Type	Constant Field	Value
public static final double	NOCEDAL_WRIGHT_ARMIJO_PARAMETER	1.0E-4

org.drip.function.rdtor1descent.CurvatureEvolutionVerifier

Modifier and Type	Constant Field	Value
public static final double	NOCEDAL_WRIGHT_CURVATURE_PARAMETER	0.9

org.drip.function.rdtor1solver.ConvergenceControl

Modifier and Type	Constant Field	Value
public static final int	OBJECTIVE_FUNCTION_SEQUENCE_CONVERGENCE	1
public static final int	VARIATE_CONSTRAINT_SEQUENCE_CONVERGENCE	2

org.drip.json.parser.JSONParser

Modifier and Type	Constant Field	Value
public static final int	S_END	6
public static final int	S_IN_ARRAY	3
public static final int	S_IN_ERROR	-1
public static final int	S_IN_FINISHED_VALUE	1
public static final int	S_IN_OBJECT	2
public static final int	S_IN_PAIR_VALUE	5
public static final int	S_INIT	0
public static final int	S_PASSED_PAIR_KEY	4

org.drip.json.parser.ParseException

Modifier and Type	Constant Field	Value
public static final int	ERROR_UNEXPECTED_CHAR	0
public static final int	ERROR_UNEXPECTED_EXCEPTION	2
public static final int	ERROR_UNEXPECTED_TOKEN	1

org.drip.json.parser.Yylex

Modifier and Type	Constant Field	Value
public static final int	STRING_BEGIN	2
public static final int	YYEOF	-1
public static final int	YYINITIAL	0

org.drip.json.parser.Yytoken

Modifier and Type	Constant Field	Value
public static final int	TYPE_COLON	6
public static final int	TYPE_COMMA	5
public static final int	TYPE_EOF	-1
public static final int	TYPE_LEFT_BRACE	1
public static final int	TYPE_LEFT_SQUARE	3
public static final int	TYPE_RIGHT_BRACE	2
public static final int	TYPE_RIGHT_SQUARE	4
public static final int	TYPE_VALUE	0

org.drip.learning.bound.CoveringNumberBoundBuilder

Modifier and Type	Constant Field	Value
public static final double	EPSILON_EXPONENT_AGNOSTIC_CONVEX_LEARNING	1.0
public static final double	EPSILON_EXPONENT_AGNOSTIC_LEARNING	2.0
public static final double	EPSILON_EXPONENT_REGRESSION_LEARNING	1.0

org.drip.learning.bound.DiagonalOperatorCoveringBound

Modifier and Type	Constant Field	Value
public static final int	BASE_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT	1
public static final int	LOG_DIAGONAL_ENTROPY_ASYMPTOTE_EXPONENT	2

org.drip.learning.rxtor1.EmpiricalPenaltySupremumEstimator

Modifier and Type	Constant Field	Value
public static final int	SUPREMUM_PENALTY_EMPIRICAL_LOSS	1
public static final int	SUPREMUM_PENALTY_EMPIRICAL_RISK	8
public static final int	SUPREMUM_PENALTY_REGULARIZED_LOSS	4
public static final int	SUPREMUM_PENALTY_REGULARIZED_RISK	32
public static final int	SUPREMUM_PENALTY_STRUCTURAL_LOSS	2
public static final int	SUPREMUM_PENALTY_STRUCTURAL_RISK	16

org.drip.market.exchange.TreasuryFuturesSettle

Modifier and Type	Constant Field	Value
public static final int	QUOTE_REFERENCE_INDEX_AUD_BOND_FUTURES_STYLE	3
public static final int	QUOTE_REFERENCE_INDEX_CONVERSION_FACTOR	2
public static final int	QUOTE_REFERENCE_INDEX_FLAT	1
public static final int	SETTLE_TYPE_CASH	1
public static final int	SETTLE_TYPE_PHYSICAL_DELIVERY	2

org.drip.market.otc.SwapOptionSettlement

Modifier and Type	Constant Field	Value
public static final int	SETTLEMENT_QUOTE_EXACT_CURVE	2
public static final int	SETTLEMENT_QUOTE_IRR	1
public static final int	SETTLEMENT_TYPE_CASH_SETTLED	1
public static final int	SETTLEMENT_TYPE_PHYSICAL_DELIVERY	2

org.drip.param.definition.CreditManifestMeasureTweak

Modifier and Type	Constant Field	Value
public static final java.lang.String	CREDIT_TWEAK_NODE_MEASURE_HAZARD	"Hazard"
public static final java.lang.String	CREDIT_TWEAK_NODE_MEASURE_QUOTE	"Quote"
public static final java.lang.String	CREDIT_TWEAK_NODE_PARAM_QUOTE	"Quote"
public static final java.lang.String	CREDIT_TWEAK_NODE_PARAM_RECOVERY	"Recovery"

org.drip.param.definition.ManifestMeasureTweak

Modifier and Type	Constant Field	Value
public static final int	FLAT	-1

org.drip.param.market.CreditCurveScenarioContainer

Modifier and Type	Constant Field	Value
public static final int	CC_BASE	0
public static final int	CC_FLAT_DN	2
public static final int	CC_FLAT_UP	1
public static final int	CC_RR_FLAT_DN	32
public static final int	CC_RR_FLAT_UP	16
public static final int	CC_TENOR_DN	8
public static final int	CC_TENOR_UP	4

org.drip.param.market.DiscountCurveScenarioContainer

Modifier and Type	Constant Field	Value
public static final int	DC_BASE	0
public static final int	DC_FLAT_DN	2
public static final int	DC_FLAT_UP	1
public static final int	DC_TENOR_DN	8
public static final int	DC_TENOR_UP	4

org.drip.param.period.FixingSetting

Modifier and Type	Constant Field	Value
public static final int	FIXING_COMPOSITE_PERIOD_END	2
public static final int	FIXING_COMPOSITE_PERIOD_START	1
public static final int	FIXING_PRESET_STATIC	4

org.drip.param.pricer.CreditPricerParams

Modifier and Type	Constant Field	Value
public static final int	PERIOD_DAY_STEPS_MINIMUM	7
public static final int	PERIOD_DISCRETIZATION_DAY_STEP	1
public static final int	PERIOD_DISCRETIZATION_FULL_COUPON	3
public static final int	PERIOD_DISCRETIZATION_PERIOD_STEP	2

org.drip.param.quoting.QuotedSpreadInterpreter

Modifier and Type	Constant Field	Value
public static final java.lang.String	CONV_CDS	"CONV"
public static final java.lang.String	SNAC_CDS	"SNAC"
public static final java.lang.String	STEM_CDS	"CONV"

org.drip.param.valuation.WorkoutInfo

Modifier and Type	Constant Field	Value
public static final int	WO_TYPE_CALL	1
public static final int	WO_TYPE_MATURITY	3
public static final int	WO_TYPE_PUT	2

org.drip.portfolioconstruction.allocator.PortfolioEqualityConstraintSettings

Modifier and Type	Constant Field	Value
public static final int	FULLY_INVESTED_CONSTRAINT	2
public static final int	NO_CONSTRAINT	1
public static final int	RETURNS_CONSTRAINT	4

org.drip.portfolioconstruction.alm.InvestorCliffSettings

Modifier and Type	Constant Field	Value
public static final int	DATE_PHASE_AFTER_MORTALITY	2
public static final int	DATE_PHASE_AFTER_RETIREMENT	1
public static final int	DATE_PHASE_BEFORE_RETIREMENT	0

org.drip.pricer.option.HestonStochasticVolatilityAlgorithm

Modifier and Type	Constant Field	Value
public static final int	PAYOFF_TRANSFORM_SCHEME_AMST_2007	1
public static final int	PAYOFF_TRANSFORM_SCHEME_HESTON_1993	1

org.drip.product.creator.BondBuilder

Modifier and Type	Constant Field	Value
public static final int	BOND_TYPE_SIMPLE_FIXED	0
public static final int	BOND_TYPE_SIMPLE_FLOATER	1
public static final int	BOND_TYPE_SIMPLE_FROM_CF	2

org.drip.product.credit.CDSComponent.SpreadCalibrator

Modifier and Type	Constant Field	Value
public static final int	CALIBRATION_TYPE_FLAT_CURVE_NODES	2
public static final int	CALIBRATION_TYPE_FLAT_INSTRUMENT_NODE	1
public static final int	CALIBRATION_TYPE_NODE_PARALLEL_BUMP	4

org.drip.product.govvie.TreasuryFutures

Modifier and Type	Constant Field	Value
public static final int	FORWARD_PRICE_CREDIT_BASIS	3
public static final int	FORWARD_PRICE_OAS	0
public static final int	FORWARD_PRICE_YIELD	1
public static final int	FORWARD_PRICE_ZSPREAD	2

org.drip.product.params.EmbeddedOptionSchedule

Modifier and Type	Constant Field	Value
public static final int	CALL_NOTICE_PERIOD_DEFAULT	30

org.drip.product.params.LastTradingDateSetting

Modifier and Type	Constant Field	Value
public static final int	MID_CURVE_OPTION	2
public static final int	MID_CURVE_OPTION_QUARTERLY	0
public static final int	MID_CURVE_OPTION_SERIAL	1

org.drip.product.params.NotionalSetting

Modifier and Type	Constant Field	Value
public static final int	PERIOD_AMORT_AT_END	2
public static final int	PERIOD_AMORT_AT_START	1
public static final int	PERIOD_AMORT_EFFECTIVE	3

org.drip.quant.common.StringUtil

Modifier and Type	Constant Field	Value
public static final java.lang.String	NULL_SER_STRING	"<<null>>"
public static final double	VERSION	2.4

org.drip.quant.fourier.PhaseAdjuster

Modifier and Type	Constant Field	Value
public static final int	MULTI_VALUE_BRANCH_PHASE_TRACKER_NONE	0
public static final int	MULTI_VALUE_BRANCH_PHASE_TRACKER_ROTATION_COUNT	1
public static final int	MULTI_VALUE_BRANCH_POWER_PHASE_TRACKER_KAHL_JACKEL	2

org.drip.quant.fourier.RotationCountPhaseTracker

Modifier and Type	Constant Field	Value
public static final int	APPLY_BACKWARD	1
public static final int	APPLY_FORWARD	2
public static final int	APPLY_NONE	0

org.drip.regression.core.RegressionEngine

Modifier and Type	Constant Field	Value
public static final int	REGRESSION_DETAIL_MODULE_AGGREGATED	4
public static final int	REGRESSION_DETAIL_MODULE_UNIT_AGGREGATED	2
public static final int	REGRESSION_DETAIL_MODULE_UNIT_DECOMPOSED	1
public static final int	REGRESSION_DETAIL_STATS	8

org.drip.sequence.metrics.PivotedDepartureBounds

Modifier and Type	Constant Field	Value
public static final int	PIVOT_ANCHOR_TYPE_CUSTOM	4
public static final int	PIVOT_ANCHOR_TYPE_MEAN	2
public static final int	PIVOT_ANCHOR_TYPE_ZERO	1

org.drip.service.engine.ComputeServer

Modifier and Type	Constant Field	Value
public static final int	DRIP_COMPUTE_ENGINE_PORT	9090

org.drip.service.template.LatentMarketStateBuilder

Modifier and Type	Constant Field	Value
public static final int	SHAPE_PRESERVING	0
public static final int	SMOOTH	1

org.drip.spaces.cover.MaureyOperatorCoveringBounds

Modifier and Type	Constant Field	Value
public static final double	HILBERT_SUPREMUM_IDENTITY_CONSTANT	1.86
public static final double	WILLIAMSON_SMOLA_SCHOLKOPF_CONSTANT	103.0

org.drip.spaces.tensor.BinaryBooleanVector

Modifier and Type	Constant Field	Value
public static final short	BBV_DOWN	-1
public static final short	BBV_UP	1

org.drip.spaces.tensor.Cardinality

Modifier and Type	Constant Field	Value
public static final int	CARD_COUNTABLY_FINITE	1
public static final int	CARD_COUNTABLY_INFINITE	2
public static final int	CARD_UNCOUNTABLY_INFINITE	3

org.drip.spline.bspline.BasisHatPairGenerator

Modifier and Type	Constant Field	Value
public static final java.lang.String	PROCESSED_CUBIC_RATIONAL	"PROCESSED_CUBIC_RATIONAL"
public static final java.lang.String	PROCESSED_TENSION_HYPERBOLIC	"PROCESSED_TENSION_HYPERBOLIC"
public static final java.lang.String	RAW_TENSION_HYPERBOLIC	"RAW_TENSION_HYPERBOLIC"

org.drip.spline.bspline.BasisHatShapeControl

Modifier and Type	Constant Field	Value
public static final java.lang.String	SHAPE_CONTROL_RATIONAL_EXPONENTIAL	"SHAPE_CONTROL_RATIONAL_EXPONENTIAL"
public static final java.lang.String	SHAPE_CONTROL_RATIONAL_LINEAR	"SHAPE_CONTROL_RATIONAL_LINEAR"
public static final java.lang.String	SHAPE_CONTROL_RATIONAL_QUADRATIC	"SHAPE_CONTROL_RATIONAL_QUADRATIC"

org.drip.spline.params.SegmentResponseValueConstraint

Modifier and Type	Constant Field	Value
public static final int	LEFT_OF_CONSTRAINT	1
public static final int	RIGHT_OF_CONSTRAINT	2
public static final int	SPLITS_CONSTRAINT	4

org.drip.spline.pchip.LocalMonotoneCkGenerator

Modifier and Type	Constant Field	Value
public static final java.lang.String	C1_AKIMA	"C1_AKIMA"
public static final java.lang.String	C1_BESSEL	"C1_BESSEL"
public static final java.lang.String	C1_HARMONIC	"C1_HARMONIC"
public static final java.lang.String	C1_HUYNH_LE_FLOCH	"C1_HUYNH_LE_FLOCH"
public static final java.lang.String	C1_HYMAN83	"C1_HYMAN83"
public static final java.lang.String	C1_HYMAN89	"C1_HYMAN89"
public static final java.lang.String	C1_KRUGER	"C1_KRUGER"
public static final java.lang.String	C1_MONOTONE_CONVEX	"C1_MONOTONE_CONVEX"
public static final java.lang.String	C1_VAN_LEER	"C1_VAN_LEER"
public static final java.lang.String	C1_VANILLA	"C1_VANILLA"

org.drip.spline.segment.LatentStateResponseModel

Modifier and Type	Constant Field	Value
public static final int	LEFT_NODE_VALUE_PARAMETER_INDEX	0
public static final int	RIGHT_NODE_VALUE_PARAMETER_INDEX	1

org.drip.spline.segment.Monotonocity

Modifier and Type	Constant Field	Value
public static final int	INFLECTION	7
public static final int	MAXIMA	6
public static final int	MINIMA	5
public static final int	MONOTONIC	2
public static final int	NON_MONOTONIC	4

org.drip.spline.stretch.BoundarySettings

Modifier and Type	Constant Field	Value
public static final int	BOUNDARY_CONDITION_FINANCIAL	4
public static final int	BOUNDARY_CONDITION_FLOATING	1
public static final int	BOUNDARY_CONDITION_NATURAL	2
public static final int	BOUNDARY_CONDITION_NOT_A_KNOT	8

org.drip.spline.stretch.MultiSegmentSequence

Modifier and Type	Constant Field	Value
public static final int	CALIBRATE	1
public static final int	CALIBRATE_JACOBIAN	2

org.drip.spline.stretch.MultiSegmentSequenceBuilder

Modifier and Type	Constant Field	Value
public static final java.lang.String	BASIS_SPLINE_BERNSTEIN_POLYNOMIAL	"BernsteinPolynomial"
public static final java.lang.String	BASIS_SPLINE_EXPONENTIAL_MIXTURE	"ExponentialMixture"
public static final java.lang.String	BASIS_SPLINE_EXPONENTIAL_RATIONAL	"ExponentialRational"
public static final java.lang.String	BASIS_SPLINE_EXPONENTIAL_TENSION	"ExponentialTension"
public static final java.lang.String	BASIS_SPLINE_HYPERBOLIC_TENSION	"HyperbolicTension"
public static final java.lang.String	BASIS_SPLINE_KAKLIS_PANDELIS	"KaklisPandelis"
public static final java.lang.String	BASIS_SPLINE_KLK_EXPONENTIAL_TENSION	"KLKExponentialTension"
public static final java.lang.String	BASIS_SPLINE_KLK_HYPERBOLIC_TENSION	"KLKHyperbolicTension"
public static final java.lang.String	BASIS_SPLINE_KLK_RATIONAL_LINEAR_TENSION	"KLKRationalLinearTension"
public static final java.lang.String	BASIS_SPLINE_KLK_RATIONAL_QUADRATIC_TENSION	"KLKRationalQuadraticTension"
public static final java.lang.String	BASIS_SPLINE_POLYNOMIAL	"Polynomial"

org.drip.state.basis.BasisCurve

Modifier and Type	Constant Field	Value
public static final java.lang.String	LATENT_STATE_BASIS	"LATENT_STATE_BASIS"
public static final java.lang.String	QUANTIFICATION_METRIC_FORWARD_RATE	"QUANTIFICATION_METRIC_FORWARD_RATE"

org.drip.state.repo.RepoCurve

Modifier and Type	Constant Field	Value
public static final java.lang.String	LATENT_STATE_REPO	"LATENT_STATE_REPO"
public static final java.lang.String	QUANTIFICATION_METRIC_REPO_RATE	"QUANTIFICATION_METRIC_REPO_RATE"