Uses of Interface
org.drip.state.representation.LatentState

Packages that use LatentState

Package	Description
org.drip.analytics.definition
org.drip.state.basis
org.drip.state.credit
org.drip.state.curve
org.drip.state.discount
org.drip.state.forward
org.drip.state.fx
org.drip.state.govvie
org.drip.state.nonlinear
org.drip.state.repo
org.drip.state.representation
org.drip.state.volatility

Uses of LatentState in org.drip.analytics.definition

Subinterfaces of LatentState in org.drip.analytics.definition

Modifier and Type	Interface and Description
interface	Curve Curve extends the Latent State to abstract the functionality required among all financial curve.
interface	ExplicitBootCurve In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.

Classes in org.drip.analytics.definition that implement LatentState

Modifier and Type	Class and Description
class	MarketSurface MarketSurface exposes the stub that implements the market surface that holds the latent state's Evolution parameters.
class	NodeStructure NodeStructure exposes the stub that implements the latent state's Node Structure (e.g., a Deterministic Term Structure) - by Construction, this is expected to be non-local.

Methods in org.drip.analytics.definition that return LatentState

Modifier and Type	Method and Description
LatentState	NodeStructure.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	MarketSurface.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	NodeStructure.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	MarketSurface.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	NodeStructure.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	MarketSurface.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	NodeStructure.parallelShiftQuantificationMetric(double dblShift)
LatentState	MarketSurface.parallelShiftQuantificationMetric(double dblShift)
LatentState	NodeStructure.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)
LatentState	MarketSurface.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.basis

Classes in org.drip.state.basis that implement LatentState

Modifier and Type	Class and Description
class	BasisCurve BasisCurve is the Stub for the Basis between a Pair of Forward Curves.

Methods in org.drip.state.basis that return LatentState

Modifier and Type	Method and Description
LatentState	BasisCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	BasisCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	BasisCurve.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	BasisCurve.parallelShiftQuantificationMetric(double dblShift)
LatentState	BasisCurve.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.credit

Classes in org.drip.state.credit that implement LatentState

Modifier and Type	Class and Description
class	CreditCurve CreditCurve is the stub for the survival curve functionality.
class	ExplicitBootCreditCurve ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.

Uses of LatentState in org.drip.state.curve

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

Modifier and Type	Class and Description
class	BasisSplineBasisCurve BasisSplineBasisCurve manages the Basis Latent State, using the Basis as the State Response Representation.
class	BasisSplineDeterministicVolatility BasisSplineDeterministicVolatility extends the BasisSplineTermStructure for the specific case of the Implementation of the Deterministic Volatility Term Structure.
class	BasisSplineForwardRate BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response Representation.
class	BasisSplineFXForward BasisSplineFXForward manages the Basis Latent State, using the Basis as the State Response Representation.
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	BasisSplineMarketSurface BasisSplineMarketSurface implements the Market surface that holds the latent state's Dynamics parameters.
class	BasisSplineRepoCurve BasisSplineRepoCurve manages the Basis Latent State, using the Repo as the State Response Representation.
class	BasisSplineTermStructure BasisSplineTermStructure implements the TermStructure Interface - if holds the latent state's Term Structure Parameters.
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 that return LatentState

Modifier and Type	Method and Description
LatentState	DerivedZeroRate.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	DerivedZeroRate.parallelShiftQuantificationMetric(double dblShift)

Uses of LatentState in org.drip.state.discount

Subinterfaces of LatentState 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 LatentState

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 LatentState in org.drip.state.forward

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

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

Methods in org.drip.state.forward that return LatentState

Modifier and Type	Method and Description
LatentState	ForwardCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	ForwardCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	ForwardCurve.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	ForwardCurve.parallelShiftQuantificationMetric(double dblShift)
LatentState	ForwardCurve.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.fx

Classes in org.drip.state.fx that implement LatentState

Modifier and Type	Class and Description
class	ExplicitBootFXCurve ExplicitBootFXCurve exposes the functionality associated with the bootstrapped FX Curve.
class	FXCurve FXCurve is the Stub for the FX Curve for the specified Currency Pair.

Methods in org.drip.state.fx that return LatentState

Modifier and Type	Method and Description
LatentState	FXCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	FXCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	FXCurve.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	FXCurve.parallelShiftQuantificationMetric(double dblShift)
LatentState	FXCurve.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.govvie

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

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.

Methods in org.drip.state.govvie that return LatentState

Modifier and Type	Method and Description
LatentState	GovvieCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	GovvieCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	GovvieCurve.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	GovvieCurve.parallelShiftQuantificationMetric(double dblShift)
LatentState	GovvieCurve.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.nonlinear

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

Modifier and Type	Class and Description
class	FlatForwardDiscountCurve FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State Response Representation.
class	FlatForwardForwardCurve FlatForwardForwardCurve contains an implementation of the flat forward rate forward curve.
class	FlatForwardFXCurve FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
class	FlatForwardRepoCurve FlatForwardRepoCurve manages the Repo Latent State, using the Forward Repo Rate as the State Response Representation.
class	FlatForwardVolatilityCurve FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.
class	FlatYieldGovvieCurve FlatYieldGovvieCurve manages the Govvie Latent State, using the Flat Yield as the State Response Representation.
class	ForwardHazardCreditCurve ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response Representation.

Uses of LatentState in org.drip.state.repo

Classes in org.drip.state.repo that implement LatentState

Modifier and Type	Class and Description
class	ExplicitBootRepoCurve ExplicitBootRepoCurve exposes the functionality associated with the bootstrapped Repo Curve.
class	RepoCurve RepoCurve is the Stub for the Re-purchase Rate between applicable to the Specified Entity.

Methods in org.drip.state.repo that return LatentState

Modifier and Type	Method and Description
LatentState	RepoCurve.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp)
LatentState	RepoCurve.customTweakQuantificationMetric(ManifestMeasureTweak rvtp)
LatentState	RepoCurve.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift)
LatentState	RepoCurve.parallelShiftQuantificationMetric(double dblShift)
LatentState	RepoCurve.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift)

Uses of LatentState in org.drip.state.representation

Methods in org.drip.state.representation that return LatentState

Modifier and Type	Method and Description
LatentState	LatentState.customTweakManifestMeasure(java.lang.String strManifestMeasure, ManifestMeasureTweak rvtp) Create a LatentState Instance from the Manifest Measure Tweak Parameters
LatentState	LatentState.customTweakQuantificationMetric(ManifestMeasureTweak rvtp) Create a LatentState Instance from the Quantification Metric Tweak Parameters
LatentState	LatentState.parallelShiftManifestMeasure(java.lang.String strManifestMeasure, double dblShift) Create a LatentState Instance from the Manifest Measure Parallel Shift
LatentState	LatentState.parallelShiftQuantificationMetric(double dblShift) Create a LatentState Instance from the Quantification Metric Parallel Shift
LatentState	LatentState.shiftManifestMeasure(int iSpanIndex, java.lang.String strManifestMeasure, double dblShift) Create a LatentState Instance from the Shift of the Specified Manifest Measure

Uses of LatentState in org.drip.state.volatility

Classes in org.drip.state.volatility that implement LatentState

Modifier and Type	Class and Description
class	ExplicitBootVolatilityCurve ExplicitBootVolatilityCurve exposes the functionality associated with the bootstrapped Volatility Curve.
class	VolatilityCurve VolatilityCurve exposes the Stub that implements the Latent State's Deterministic Volatility Term Structure Curve - by Construction, this is expected to be non-local.