Uses of Class
org.drip.state.basis.BasisCurve

Packages that use BasisCurve

Package	Description
org.drip.state.creator
org.drip.state.curve

Uses of BasisCurve in org.drip.state.creator

Methods in org.drip.state.creator that return BasisCurve

Modifier and Type	Method and Description
static BasisCurve	ScenarioBasisCurveBuilder.CubicPolynomialBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Cubic Polynomial Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String strName, JulianDate dtSpot, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, SegmentCustomBuilderControl scbc) Create an Instance of the Custom Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KaklisPandelisBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Kaklis-Pandelis Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKHyperbolicBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Hyperbolic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalLinearBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Rational Linear Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalQuadraticBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis, double dblTension) Create an Instance of the KLK Rational Quadratic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.QuarticPolynomialBasisCurve(java.lang.String strName, JulianDate dtStart, ForwardLabel friReference, ForwardLabel friDerived, boolean bBasisOnReference, java.lang.String[] astrTenor, double[] adblBasis) Create an Instance of the Quartic Polynomial Splined Basis Curve

Uses of BasisCurve in org.drip.state.curve

Subclasses of BasisCurve in org.drip.state.curve

Modifier and Type	Class and Description
class	BasisSplineBasisCurve BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.