Uses of Class
org.drip.historical.state.FundingCurveMetrics

Packages that use FundingCurveMetrics

Package	Description
org.drip.service.state

Uses of FundingCurveMetrics in org.drip.service.state

Methods in org.drip.service.state that return FundingCurveMetrics

Modifier and Type	Method and Description
static FundingCurveMetrics	OvernightCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[] adblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Overnight Curve Horizon Metrics for the Specified Date
static FundingCurveMetrics	FundingCurveAPI.DailyMetrics(JulianDate dtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Daily Metrics

Methods in org.drip.service.state that return types with arguments of type FundingCurveMetrics

Modifier and Type	Method and Description
static java.util.Map<JulianDate,FundingCurveMetrics>	OvernightCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrOvernightCurveOISTenor, double[][] aadblOvernightCurveOISQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Overnight Curve Horizon Metrics For an Array of Closing Dates
static java.util.Map<JulianDate,FundingCurveMetrics>	FundingCurveAPI.HorizonMetrics(JulianDate[] adtSpot, java.lang.String[] astrFixFloatMaturityTenor, double[][] aadblFixFloatQuote, java.lang.String[] astrInTenor, java.lang.String[] astrForTenor, java.lang.String strCurrency, int iLatentStateType) Generate the Funding Curve Horizon Metrics