Uses of Class
org.drip.state.discount.ExplicitBootDiscountCurve

Packages that use ExplicitBootDiscountCurve

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

Uses of ExplicitBootDiscountCurve in org.drip.state.creator

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

Modifier and Type	Method and Description
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.CreateFromFlatYield(JulianDate dtStart, java.lang.String strCurrency, double dblYield, java.lang.String strCompoundingDayCount, int iCompoundingFreq) Create a Discount Curve from the Flat Yield
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.DiscretelyCompoundedFlatRate(JulianDate dtStart, java.lang.String strCurrency, double dblRate, java.lang.String strCompoundingDayCount, int iCompoundingFreq) Create a Discount Curve from the Discretely Compounded Flat Rate
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.ExponentiallyCompoundedFlatRate(JulianDate dtStart, java.lang.String strCurrency, double dblRate) Create a Discount Curve from the Exponentially Compounded Flat Rate
static ExplicitBootDiscountCurve	ScenarioDiscountCurveBuilder.PiecewiseForward(JulianDate dtStart, java.lang.String strCurrency, int[] aiDate, double[] adblRate) Create a discount curve from an array of dates/rates

Uses of ExplicitBootDiscountCurve in org.drip.state.curve

Subclasses of ExplicitBootDiscountCurve in org.drip.state.curve

Modifier and Type	Class and Description
class	ForeignCollateralizedDiscountCurve ForeignCollateralizedDiscountCurve computes the discount factor corresponding to one unit of domestic currency collateralized by a foreign collateral.

Methods in org.drip.state.curve that return ExplicitBootDiscountCurve

Modifier and Type	Method and Description
ExplicitBootDiscountCurve	ForeignCollateralizedDiscountCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)

Uses of ExplicitBootDiscountCurve in org.drip.state.discount

Methods in org.drip.state.discount that return ExplicitBootDiscountCurve

Modifier and Type	Method and Description
abstract ExplicitBootDiscountCurve	ExplicitBootDiscountCurve.createBasisRateShiftedCurve(int[] aiDate, double[] adblBasis) Create a shifted curve from an array of basis shifts

Uses of ExplicitBootDiscountCurve in org.drip.state.nonlinear

Subclasses of ExplicitBootDiscountCurve in org.drip.state.nonlinear

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

Methods in org.drip.state.nonlinear that return ExplicitBootDiscountCurve

Modifier and Type	Method and Description
ExplicitBootDiscountCurve	FlatForwardDiscountCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)

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

Modifier and Type	Method and Description
static boolean	NonlinearCurveBuilder.DiscountCurve(ValuationParams valParams, Component[] aCalibComp, double[] adblCalibValue, java.lang.String[] astrCalibMeasure, double dblBump, boolean bFlat, ExplicitBootDiscountCurve ebdc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Boot-strap a Discount Curve from the set of calibration components
static double	NonlinearCurveBuilder.DiscountCurveNode(ValuationParams valParams, Component comp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootDiscountCurve ebdc, GovvieCurve gc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Single Discount Curve Segment from the corresponding Component