Package | Description |
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org.drip.state.basis | |
org.drip.state.curve |
Modifier and Type | Class and Description |
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class |
BasisCurve
BasisCurve is the Stub for the Basis between a Pair of Forward Curves.
|
Modifier and Type | Class and Description |
---|---|
class |
BasisSplineBasisCurve
BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response
Representation.
|