| Package | Description |
|---|---|
| org.drip.state.basis | |
| org.drip.state.curve |
| Modifier and Type | Class and Description |
|---|---|
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.
|