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

Packages that use DiscountFactorEstimator

Package	Description
org.drip.state.curve
org.drip.state.discount
org.drip.state.govvie
org.drip.state.nonlinear

Uses of DiscountFactorEstimator in org.drip.state.curve

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

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.

Uses of DiscountFactorEstimator in org.drip.state.discount

Subinterfaces of DiscountFactorEstimator in org.drip.state.discount

Modifier and Type	Interface and Description
interface	DiscountCurve DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.

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

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 DiscountFactorEstimator in org.drip.state.govvie

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

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 DiscountFactorEstimator in org.drip.state.nonlinear

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

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.