Uses of Interface
org.drip.analytics.definition.Curve

Packages that use Curve

Package	Description
org.drip.analytics.definition
org.drip.dynamics.evolution
org.drip.state.basis
org.drip.state.credit
org.drip.state.curve
org.drip.state.discount
org.drip.state.forward
org.drip.state.fx
org.drip.state.govvie
org.drip.state.nonlinear
org.drip.state.repo
org.drip.state.volatility

Uses of Curve in org.drip.analytics.definition

Subinterfaces of Curve in org.drip.analytics.definition

Modifier and Type	Interface and Description
interface	ExplicitBootCurve In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.

Classes in org.drip.analytics.definition that implement Curve

Modifier and Type	Class and Description
class	MarketSurface MarketSurface exposes the stub that implements the market surface that holds the latent state's Evolution parameters.
class	NodeStructure NodeStructure exposes the stub that implements the latent state's Node Structure (e.g., a Deterministic Term Structure) - by Construction, this is expected to be non-local.

Uses of Curve in org.drip.dynamics.evolution

Methods in org.drip.dynamics.evolution that return Curve

Modifier and Type	Method and Description
Curve	LSQMCurveSnapshot.qm(LatentStateLabel lsl, java.lang.String strQM) Retrieve the specified Latent State Quantification Metric Curve

Methods in org.drip.dynamics.evolution with parameters of type Curve

Modifier and Type	Method and Description
boolean	LSQMCurveSnapshot.setQMCurve(java.lang.String strQM, Curve curve) Set the LSQM Curve

Uses of Curve in org.drip.state.basis

Classes in org.drip.state.basis that implement Curve

Modifier and Type	Class and Description
class	BasisCurve BasisCurve is the Stub for the Basis between a Pair of Forward Curves.

Uses of Curve in org.drip.state.credit

Classes in org.drip.state.credit that implement Curve

Modifier and Type	Class and Description
class	CreditCurve CreditCurve is the stub for the survival curve functionality.
class	ExplicitBootCreditCurve ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.

Uses of Curve in org.drip.state.curve

Classes in org.drip.state.curve that implement Curve

Modifier and Type	Class and Description
class	BasisSplineBasisCurve BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.
class	BasisSplineDeterministicVolatility BasisSplineDeterministicVolatility extends the BasisSplineTermStructure for the specific case of the Implementation of the Deterministic Volatility Term Structure.
class	BasisSplineForwardRate BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response Representation.
class	BasisSplineFXForward BasisSplineFXForward manages the Basis Latent State, using the Basis as the State Response Representation.
class	BasisSplineGovvieYield BasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric.
class	BasisSplineMarketSurface BasisSplineMarketSurface implements the Market surface that holds the latent state's Dynamics parameters.
class	BasisSplineRepoCurve BasisSplineRepoCurve manages the Basis Latent State, using the Repo as the State Response Representation.
class	BasisSplineTermStructure BasisSplineTermStructure implements the TermStructure Interface - if holds the latent state's Term Structure Parameters.
class	DerivedZeroRate DerivedZeroRate implements the delegated ZeroCurve functionality.
class	DeterministicCollateralChoiceDiscountCurve DeterministicCollateralChoiceDiscountCurve implements the Dynamically Switchable Collateral Choice Discount Curve among the choice of provided "deterministic" collateral curves.
class	DiscountFactorDiscountCurve DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State Response Representation.
class	ForeignCollateralizedDiscountCurve ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.
class	ZeroRateDiscountCurve ZeroRateDiscountCurve manages the Discounting Latent State, using the Zero Rate as the State Response Representation.

Methods in org.drip.state.curve that return Curve

Modifier and Type	Method and Description
Curve	DerivedZeroRate.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak mmtp)
Curve	ZeroRateDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Curve	ForeignCollateralizedDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Curve	DiscountFactorDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Curve	DeterministicCollateralChoiceDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Curve	DerivedZeroRate.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
Curve	DerivedZeroRate.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of Curve in org.drip.state.discount

Subinterfaces of Curve in org.drip.state.discount

Modifier and Type	Interface and Description
interface	DiscountCurve DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.

Classes in org.drip.state.discount that implement Curve

Modifier and Type	Class and Description
class	ExplicitBootDiscountCurve ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
class	MergedDiscountForwardCurve MergedDiscountForwardCurve is the Stub for the Merged Discount and Forward Curve Functionality.
class	ZeroCurve ZeroCurve exposes the node set containing the zero curve node points.

Uses of Curve in org.drip.state.forward

Classes in org.drip.state.forward that implement Curve

Modifier and Type	Class and Description
class	ForwardCurve ForwardCurve is the stub for the forward curve functionality.

Uses of Curve in org.drip.state.fx

Classes in org.drip.state.fx that implement Curve

Modifier and Type	Class and Description
class	ExplicitBootFXCurve ExplicitBootFXCurve exposes the functionality associated with the bootstrapped FX Curve.
class	FXCurve FXCurve is the Stub for the FX Curve for the specified Currency Pair.

Uses of Curve in org.drip.state.govvie

Classes in org.drip.state.govvie that implement Curve

Modifier and Type	Class and Description
class	ExplicitBootGovvieCurve ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.
class	GovvieCurve FXCurve is the Stub for the FX Curve for the specified Currency Pair.

Uses of Curve in org.drip.state.nonlinear

Classes in org.drip.state.nonlinear that implement Curve

Modifier and Type	Class and Description
class	FlatForwardDiscountCurve FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
class	FlatForwardForwardCurve FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.
class	FlatForwardFXCurve FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
class	FlatForwardRepoCurve FlatForwardRepoCurve manages the Repo Latent State, using the Forward Repo Rate as the State Response Representation.
class	FlatForwardVolatilityCurve FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
class	FlatYieldGovvieCurve FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.
class	ForwardHazardCreditCurve ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.

Methods in org.drip.state.nonlinear that return Curve

Modifier and Type	Method and Description
Curve	ForwardHazardCreditCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
Curve	FlatForwardDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)

Uses of Curve in org.drip.state.repo

Classes in org.drip.state.repo that implement Curve

Modifier and Type	Class and Description
class	ExplicitBootRepoCurve ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.
class	RepoCurve RepoCurve is the Stub for the Re-purchase Rate between applicable to the Specified Entity.

Uses of Curve in org.drip.state.volatility

Classes in org.drip.state.volatility that implement Curve

Modifier and Type	Class and Description
class	ExplicitBootVolatilityCurve ExplicitBootVolatilityCurve exposes the functionality associated with the bootstrapped Volatility Curve.
class	VolatilityCurve VolatilityCurve exposes the Stub that implements the Latent State's Deterministic Volatility Term Structure Curve - by Construction, this is expected to be non-local.