Uses of Interface
org.drip.state.discount.DiscountCurve

Packages that use DiscountCurve

Package	Description
org.drip.service.api
org.drip.service.product
org.drip.state.curve
org.drip.state.discount
org.drip.state.govvie
org.drip.state.nonlinear

Uses of DiscountCurve in org.drip.service.api

Methods in org.drip.service.api that return DiscountCurve

Modifier and Type	Method and Description
DiscountCurve	FixFloatFundingInstrument.fundingState() Retrieve the Funding State

Uses of DiscountCurve in org.drip.service.product

Methods in org.drip.service.product with parameters of type DiscountCurve

Modifier and Type	Method and Description
static PositionChangeComponents	CreditIndexAPI.HorizonChangeAttribution(DiscountCurve dcFirst, CreditCurve ccFirst, DiscountCurve dcSecond, CreditCurve ccSecond, java.lang.String strFullCreditIndexName) Generate the CDS Horizon Change Attribution

Uses of DiscountCurve in org.drip.state.curve

Classes in org.drip.state.curve that implement DiscountCurve

Modifier and Type	Class and Description
class	BasisSplineGovvieYield BasisSplineGovvieYield manages the Basis Spline Latent State, using the Basis as the State Response Representation, for the Govvie Curve with Yield Quantification Metric.
class	DerivedZeroRate DerivedZeroRate implements the delegated ZeroCurve functionality.
class	DeterministicCollateralChoiceDiscountCurve DeterministicCollateralChoiceDiscountCurve implements the Dynamically Switchable Collateral Choice Discount Curve among the choice of provided "deterministic" collateral curves.
class	DiscountFactorDiscountCurve DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State Response Representation.
class	ForeignCollateralizedDiscountCurve ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.
class	ZeroRateDiscountCurve ZeroRateDiscountCurve manages the Discounting Latent State, using the Zero Rate as the State Response Representation.

Methods in org.drip.state.curve with parameters of type DiscountCurve

Modifier and Type	Method and Description
static DerivedZeroRate	DerivedZeroRate.FromBaseCurve(int iFreq, java.lang.String strDayCount, java.lang.String strCalendar, boolean bApplyEOMAdj, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, DiscountCurve dc, double dblBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Input Curve and the related Parameters
static DerivedZeroRate	DerivedZeroRate.FromDiscountCurve(int iFreqZC, java.lang.String strDCZC, java.lang.String strCalendarZC, boolean bApplyEOMAdjZC, java.util.List<CompositePeriod> lsCouponPeriod, int iWorkoutDate, int iValueDate, int iCashPayDate, DiscountCurve dc, double dblZCBump, ValuationCustomizationParams vcp, SegmentCustomBuilderControl scbc) Construct an Instance from the Discount Curve and the related Parameters

Uses of DiscountCurve in org.drip.state.discount

Classes in org.drip.state.discount that implement DiscountCurve

Modifier and Type	Class and Description
class	ExplicitBootDiscountCurve ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
class	MergedDiscountForwardCurve MergedDiscountForwardCurve is the Stub for the Merged Discount and Forward Curve Functionality.
class	ZeroCurve ZeroCurve exposes the node set containing the zero curve node points.

Uses of DiscountCurve in org.drip.state.govvie

Classes in org.drip.state.govvie that implement DiscountCurve

Modifier and Type	Class and Description
class	ExplicitBootGovvieCurve ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.
class	GovvieCurve FXCurve is the Stub for the FX Curve for the specified Currency Pair.

Uses of DiscountCurve in org.drip.state.nonlinear

Classes in org.drip.state.nonlinear that implement DiscountCurve

Modifier and Type	Class and Description
class	FlatForwardDiscountCurve FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
class	FlatYieldGovvieCurve FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.