Uses of Class
org.drip.state.credit.ExplicitBootCreditCurve

Packages that use ExplicitBootCreditCurve

Package	Description
org.drip.state.creator
org.drip.state.nonlinear

Uses of ExplicitBootCreditCurve in org.drip.state.creator

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

Modifier and Type	Method and Description
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.FlatHazard(int iStartDate, java.lang.String strName, java.lang.String strCurrency, double dblHazardRate, double dblRecovery) Create a CreditCurve instance from a single node hazard rate
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(int iStartDate, java.lang.String strName, java.lang.String strCurrency, double[] adblHazardRate, int[] aiHazardDate, double[] adblRecoveryRate, int[] aiRecoveryDate, int iSpecificDefaultDate) Create a credit curve from hazard rate and recovery rate term structures
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(int iStartDate, java.lang.String strName, java.lang.String strCurrency, double dblHazardRate, int iHazardDate, double dblRecovery) Create an instance of the CreditCurve object from a solitary hazard rate node
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Hazard(JulianDate dtStart, java.lang.String strName, java.lang.String strCurrency, int[] aiDate, double[] adblHazardRate, double dblRecovery) Create a credit curve from an array of dates and hazard rates
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Survival(int iStartDate, java.lang.String strName, java.lang.String strCurrency, int[] aiSurvivalDate, double[] adblSurvivalProbability, double dblRecovery) Create a CreditCurve Instance from the Input Array of Survival Probabilities
static ExplicitBootCreditCurve	ScenarioCreditCurveBuilder.Survival(int iStartDate, java.lang.String strName, java.lang.String strCurrency, java.lang.String[] astrSurvivalTenor, double[] adblSurvivalProbability, double dblRecovery) Create a CreditCurve Instance from the Input Array of Survival Probabilities

Uses of ExplicitBootCreditCurve in org.drip.state.nonlinear

Subclasses of ExplicitBootCreditCurve in org.drip.state.nonlinear

Modifier and Type	Class and Description
class	ForwardHazardCreditCurve ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.

Methods in org.drip.state.nonlinear with parameters of type ExplicitBootCreditCurve

Modifier and Type

Method and Description

static boolean

NonlinearCurveBuilder.CreditCurve(ValuationParams valParams, Component calibComp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootCreditCurve ebcc, MergedDiscountForwardCurve dc, GovvieCurve gc, CreditPricerParams pricerParams, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a single Hazard Rate Node from the corresponding Component