Uses of Interface
org.drip.analytics.definition.Curve

Packages that use Curve

Package	Description
org.drip.analytics.definition	Latent State Curves, Surfaces, Turns
org.drip.dynamics.evolution	Latent State Evolution Edges/Vertexes
org.drip.state.basis	Basis State Curve Construction/Estimation
org.drip.state.credit	Credit Latent State Curve Representation
org.drip.state.csa	Credit Support Annex Latent State
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.forward	Forward Latent State Curve Estimator
org.drip.state.fx	FX Latent State Curve Estimator
org.drip.state.govvie	Govvie Latent State Curve Estimator
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction
org.drip.state.repo	Latent State Repo Curve Estimator
org.drip.state.volatility	Latent State Volatility Curve/Surface

Uses of Curve in org.drip.analytics.definition

Subinterfaces of Curve in org.drip.analytics.definition

Modifier and Type	Interface	Description
interface	ExplicitBootCurve	In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.

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

Modifier and Type	Class	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.

Uses of Curve in org.drip.dynamics.evolution

Methods in org.drip.dynamics.evolution that return Curve

Modifier and Type	Method	Description
Curve	LSQMCurveSnapshot.qm(LatentStateLabel lsl, java.lang.String strQM)	Retrieve the specified Latent State Quantification Metric Curve

Methods in org.drip.dynamics.evolution with parameters of type Curve

Modifier and Type	Method	Description
boolean	LSQMCurveSnapshot.setQMCurve(java.lang.String strQM, Curve curve)	Set the LSQM Curve

Uses of Curve in org.drip.state.basis

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

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

Uses of Curve in org.drip.state.credit

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

Modifier and Type	Class	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 Curve in org.drip.state.csa

Classes in org.drip.state.csa that implement Curve

Modifier and Type	Class	Description
class	MultilateralFlatForwardCurve	MultilateralFlatForwardCurve implements the CSA Cash Rate Curve using a Flat Forward CSA Rate.

Uses of Curve in org.drip.state.curve

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

Modifier and Type	Class	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 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 states 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 Curve

Modifier and Type	Method	Description
Curve	DerivedZeroRate.customTweakManifestMeasure(java.lang.String manifestMeasure, ManifestMeasureTweak manifestMeasureTweak)
Curve	DeterministicCollateralChoiceDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve	DiscountFactorDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve	ForeignCollateralizedDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve	ZeroRateDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve	DerivedZeroRate.parallelShiftManifestMeasure(java.lang.String manifestMeasure, double shift)
Curve	DerivedZeroRate.shiftManifestMeasure(int spanIndex, java.lang.String manifestMeasure, double shift)

Uses of Curve in org.drip.state.discount

Classes in org.drip.state.discount that implement Curve

Modifier and Type	Class	Description
class	DiscountCurve	DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.
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 Curve in org.drip.state.forward

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

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

Uses of Curve in org.drip.state.fx

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

Modifier and Type	Class	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.

Uses of Curve in org.drip.state.govvie

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

Modifier and Type	Class	Description
class	ExplicitBootGovvieCurve	ExplicitBootGovvieCurve exposes the Functionality associated with the bootstrapped Govvie Curve.
class	GovvieCurve	GovvieCurve is the Stub for the Govvie Curve for the specified Govvie/Treasury.

Uses of Curve in org.drip.state.nonlinear

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

Modifier and Type	Class	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	FlatForwardFXCurve manages the Volatility Latent State, using the Forward FX as the State Response Representation.
class	FlatForwardGovvieCurve	FlatForwardGovvieCurve manages the Govvie Latent State, using the Flat Forward Rate 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.

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

Modifier and Type	Method	Description
Curve	FlatForwardDiscountCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)
Curve	ForwardHazardCreditCurve.customTweakQuantificationMetric(ManifestMeasureTweak manifestMeasureTweak)

Uses of Curve in org.drip.state.repo

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

Modifier and Type	Class	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.

Uses of Curve in org.drip.state.volatility

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

Modifier and Type	Class	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.