| Interface | Description |
|---|---|
| Curve |
Curve extends the Latent State to abstract the functionality required among all financial curve.
|
| ExplicitBootCurve |
In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.
|
| Class | Description |
|---|---|
| LatentStateStatic |
LatentStateStatic contains the Analytics Latent STate Static/Textual Identifiers.
|
| MarketSurface |
MarketSurface exposes the stub that implements the market surface that holds the latent state's
Evolution parameters.
|
| 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.
|
| Turn |
Turn implements rate spread at discrete time spans.
|