Uses of Interface
org.drip.state.forward.ForwardRateEstimator

Packages that use ForwardRateEstimator

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

Uses of ForwardRateEstimator in org.drip.state.curve

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

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

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

Modifier and Type	Method and Description
ForwardRateEstimator	ZeroRateDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)
ForwardRateEstimator	ForeignCollateralizedDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)
ForwardRateEstimator	DiscountFactorDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)
ForwardRateEstimator	DeterministicCollateralChoiceDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)

Uses of ForwardRateEstimator in org.drip.state.discount

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

Modifier and Type	Method and Description
abstract ForwardRateEstimator	MergedDiscountForwardCurve.forwardRateEstimator(int iDate, ForwardLabel fri) Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance corresponding to the specified Floating Rate Index

Uses of ForwardRateEstimator in org.drip.state.forward

Classes in org.drip.state.forward that implement ForwardRateEstimator

Modifier and Type	Class and Description
class	ForwardCurve ForwardCurve is the stub for the forward curve functionality.

Uses of ForwardRateEstimator in org.drip.state.nonlinear

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

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 that return ForwardRateEstimator

Modifier and Type	Method and Description
ForwardRateEstimator	FlatForwardDiscountCurve.forwardRateEstimator(int iDate, ForwardLabel fri)