Uses of Class
org.drip.state.forward.ForwardCurve

Packages that use ForwardCurve

Package	Description
org.drip.dynamics.lmm
org.drip.param.creator
org.drip.param.market
org.drip.sample.bloomberg
org.drip.sample.dual
org.drip.sample.forward
org.drip.sample.fra
org.drip.service.template
org.drip.state.boot
org.drip.state.creator
org.drip.state.curve
org.drip.state.discount
org.drip.state.nonlinear

Uses of ForwardCurve in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return ForwardCurve

Modifier and Type	Method and Description
ForwardCurve	LognormalLIBORPointEvolver.forwardCurve() Retrieve the Forward Curve Instance
ForwardCurve	BGMCurveUpdate.forwardCurve() Retrieve the LIBOR Forward Curve
ForwardCurve[]	LognormalLIBORCurveEvolver.simulateTerminalLatentState(int iEvolutionStartDate, int iEvolutionFinishDate, int iEvolutionIncrement, int iViewDate, LSQMCurveUpdate lsqmStart, int iNumSimulation) Construct an Array of Forward Curves that Result from the Simulation

Methods in org.drip.dynamics.lmm with parameters of type ForwardCurve

Modifier and Type	Method and Description
double[]	LognormalLIBORVolatility.continuousForwardVolatility(int iTargetDate, ForwardCurve fc) Compute the Volatility of the Continuously Compounded Forward Rate Up to the Target Date
double[]	LognormalLIBORVolatility.continuousForwardVolatilityConstraint(ForwardCurve fc, int iTargetDate) Compute the Constraint in the Difference in the Volatility of the Continuously Compounded Forward Rate between the Target Date and the Target Date + Forward Tenor
static BGMCurveUpdate	BGMCurveUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, ForwardCurve fc, Span spanLIBORIncrement, MergedDiscountForwardCurve dc, Span spanDiscountFactorIncrement, Span spanContinuousForwardRateIncrement, Span spanSpotRateIncrement, Span spanInstantaneousEffectiveForward, Span spanInstantaneousNominalForward, LognormalLIBORVolatility llv) Construct an Instance of BGMCurveUpdate

Constructors in org.drip.dynamics.lmm with parameters of type ForwardCurve

Constructor and Description
LognormalLIBORPointEvolver(FundingLabel lslFunding, ForwardLabel lslForward, LognormalLIBORVolatility llv, ForwardCurve fc, MergedDiscountForwardCurve dc) LognormalLIBORPointEvolver Constructor

Uses of ForwardCurve in org.drip.param.creator

Methods in org.drip.param.creator with parameters of type ForwardCurve

Modifier and Type	Method and Description
static CurveSurfaceQuoteContainer	MarketParamsBuilder.Create(MergedDiscountForwardCurve dcFunding, ForwardCurve fc, GovvieCurve gc, CreditCurve cc, java.lang.String strComponentCode, ProductQuote compQuote, CaseInsensitiveTreeMap<ProductQuote> mTSYQuotes, LatentStateFixingsContainer lsfc) Create a Market Parameters instance with the funding discount curve, the forward discount curve, the govvie curve, the credit curve, the component quote, the map of treasury benchmark quotes, and the Latent State Fixings Instance.
static CurveSurfaceQuoteContainer	MarketParamsBuilder.DiscountForward(MergedDiscountForwardCurve dcFunding, ForwardCurve fc) Create a Market Parameters instance with the Funding Curve and the forward Curve

Uses of ForwardCurve in org.drip.param.market

Methods in org.drip.param.market that return ForwardCurve

Modifier and Type	Method and Description
ForwardCurve	CurveSurfaceQuoteContainer.forwardState(ForwardLabel forwardLabel) Retrieve the Forward State corresponding to the Label

Methods in org.drip.param.market with parameters of type ForwardCurve

Modifier and Type	Method and Description
boolean	CurveSurfaceQuoteContainer.setForwardState(ForwardCurve fc) (Re)-set the Forward State

Uses of ForwardCurve in org.drip.sample.bloomberg

Methods in org.drip.sample.bloomberg that return ForwardCurve

Modifier and Type	Method and Description
static ForwardCurve	SWPM_NEW.MakeForwardCurve(JulianDate dtValue, MergedDiscountForwardCurve dcOvernight, java.lang.String strForwardTenor)

Uses of ForwardCurve in org.drip.sample.dual

Methods in org.drip.sample.dual with parameters of type ForwardCurve

Modifier and Type	Method and Description
static void	CCBSForwardCurve.ForwardCurveReferenceComponentBasis(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, MergedDiscountForwardCurve dcDerived, ForwardCurve fc6MDerived, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, boolean bBasisOnDerivedLeg)
static void	CCBSDiscountCurve.MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)

Uses of ForwardCurve in org.drip.sample.forward

Methods in org.drip.sample.forward that return ForwardCurve

Modifier and Type	Method and Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static ForwardCurve	IBOR3MCubicPolyVanilla.Make3MForward(java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fc6M, SegmentCustomBuilderControl scbc, boolean bPrintMetric)
static ForwardCurve	IBOR6MQuarticPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor)
static ForwardCurve	IBOR6MCubicKLKHyperbolic.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor)
static ForwardCurve	IBOR6MCubicPolyVanilla.Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor, boolean bPrintMetric)

Methods in org.drip.sample.forward with parameters of type ForwardCurve

Modifier and Type	Method and Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)
static void	IBORCurve.ForwardJack(JulianDate dt, java.lang.String strHeaderComment, ForwardCurve fc, java.lang.String strManifestMeasure)
static ForwardCurve	IBOR3MCubicPolyVanilla.Make3MForward(java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fc6M, SegmentCustomBuilderControl scbc, boolean bPrintMetric)

Uses of ForwardCurve in org.drip.sample.fra

Methods in org.drip.sample.fra with parameters of type ForwardCurve

Modifier and Type	Method and Description
static org.drip.sample.fra.MultiCurveFRAMarketAnalysis.FRAMktConvexityCorrection	MultiCurveFRAMarketAnalysis.FRAMktMetric(JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fcEURIBOR6M, java.lang.String strForwardStartTenor, VolatilityCurve vcEONIA, VolatilityCurve vcEURIBOR6M, double dblEONIAEURIBOR6MCorrelation)

Uses of ForwardCurve in org.drip.service.template

Methods in org.drip.service.template that return ForwardCurve

Modifier and Type	Method and Description
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType) Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, SegmentCustomBuilderControl scbc) Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

Methods in org.drip.service.template that return types with arguments of type ForwardCurve

Modifier and Type

Method and Description

static CaseInsensitiveTreeMap<ForwardCurve>

LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments

Methods in org.drip.service.template with parameters of type ForwardCurve

Modifier and Type	Method and Description
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<VolatilityCurve>	LatentMarketStateBuilder.BumpedForwardVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, int iLatentStateType) Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference, SegmentCustomBuilderControl scbc) Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static VolatilityCurve	LatentMarketStateBuilder.ForwardRateVolatilityCurve(JulianDate dtSpot, ForwardLabel forwardLabel, boolean bIsCap, java.lang.String[] astrMaturityTenor, double[] adblStrike, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc) Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrDepositMaturityTenor, double[] adblDepositQuote, java.lang.String strDepositMeasure, java.lang.String[] astrFRAMaturityTenor, double[] adblFRAQuote, java.lang.String strFRAMeasure, java.lang.String[] astrFixFloatMaturityTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatMeasure, java.lang.String[] astrFloatFloatMaturityTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatMeasure, java.lang.String[] astrSyntheticFloatFloatMaturityTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatMeasure, MergedDiscountForwardCurve dc, ForwardCurve fcReference) Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

Uses of ForwardCurve in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type ForwardCurve

Modifier and Type	Method and Description
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Volatility Curve
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an array of tenor bumped Volatility curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an tenor named map of tenor bumped Volatility curves

Uses of ForwardCurve in org.drip.state.creator

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

Modifier and Type	Method and Description
static ForwardCurve	ScenarioForwardCurveBuilder.FlatForwardForwardCurve(JulianDate dtStart, ForwardLabel fri, double dblFlatForwardRate) Construct an Instance of the Flat Forward Rate Forward Curve
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, ForwardLabel fri, ValuationParams valParam, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, double dblEpochResponse) Build the Shape Preserving Forward Curve using the Custom Parameters
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String strName, ForwardLabel fri, ValuationParams valParams, CreditPricerParams pricerParam, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParam, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

Methods in org.drip.state.creator with parameters of type ForwardCurve

Modifier and Type	Method and Description
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String strName, JulianDate dtSpot, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc) Create a Volatility Curve from the Calibration Instruments

Uses of ForwardCurve in org.drip.state.curve

Subclasses of ForwardCurve in org.drip.state.curve

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

Uses of ForwardCurve in org.drip.state.discount

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

Modifier and Type	Method and Description
ForwardCurve	MergedDiscountForwardCurve.nativeForwardCurve(java.lang.String strTenor) Construct the Native Forward Curve for the given Tenor from the Discount Curve

Uses of ForwardCurve in org.drip.state.nonlinear

Subclasses of ForwardCurve in org.drip.state.nonlinear

Modifier and Type	Class and Description
class	FlatForwardForwardCurve FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.

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

Modifier and Type	Method and Description
static boolean	NonlinearCurveBuilder.VolatilityCurve(ValuationParams valParams, Component[] aCalibComp, double[] adblCalibValue, java.lang.String[] astrCalibMeasure, double dblBump, boolean bFlat, ExplicitBootVolatilityCurve ebvc, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Boot-strap a Volatility Curve from the set of calibration components
static double	NonlinearCurveBuilder.VolatilityCurveNode(ValuationParams valParams, Component comp, double dblCalibValue, java.lang.String strCalibMeasure, boolean bFlat, int iCurveSegmentIndex, ExplicitBootVolatilityCurve ebvc, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Single Volatility Curve Segment from the corresponding Component