Uses of Class
org.drip.state.volatility.ExplicitBootVolatilityCurve

Packages that use ExplicitBootVolatilityCurve

Package	Description
org.drip.state.nonlinear

Uses of ExplicitBootVolatilityCurve in org.drip.state.nonlinear

Subclasses of ExplicitBootVolatilityCurve in org.drip.state.nonlinear

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

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

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