Uses of Class
org.drip.analytics.definition.NodeStructure

Packages that use NodeStructure

Package	Description
org.drip.analytics.definition	Latent State Curves, Surfaces, Turns
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction
org.drip.state.volatility	Latent State Volatility Curve/Surface

Uses of NodeStructure in org.drip.analytics.definition

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

Modifier and Type	Method	Description
NodeStructure	MarketSurface.maturityAnchorTermStructure(java.lang.String strTenorAnchor)	Extract the Term Structure Constructed at the Maturity Anchor Tenor
abstract NodeStructure	MarketSurface.xAnchorTermStructure(double dblXAnchor)	Extract the Term Structure Constructed at the X Anchor Node
abstract NodeStructure	MarketSurface.yAnchorTermStructure(double dblYAnchor)	Extract the Term Structure Constructed at the Y Anchor Node

Uses of NodeStructure in org.drip.state.creator

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

Modifier and Type	Method	Description
static NodeStructure	ScenarioTermStructureBuilder.CubicPolynomialTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray)	Construct a Term Structure Instance based off of a Cubic Polynomial Spline
static NodeStructure	ScenarioTermStructureBuilder.CustomSplineTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, double[] dateArray, double[] nodeArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Term Structure Instance using the specified Custom Spline
static NodeStructure	ScenarioTermStructureBuilder.KaklisPandelisTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray)	Construct a Term Structure Instance based off of a Kaklis-Pandelis Polynomial Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KLKHyperbolicTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray, double tension)	Construct a Term Structure Instance based off of a KLK Hyperbolic Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KLKRationalLinearTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray, double tension)	Construct a Term Structure Instance based off of a KLK Rational Linear Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.KLKRationalQuadraticTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray, double tension)	Construct a Term Structure Instance based off of a KLK Rational Quadratic Tension Spline
static NodeStructure	ScenarioTermStructureBuilder.QuarticPolynomialTermStructure(java.lang.String name, JulianDate startDate, java.lang.String currency, java.lang.String[] tenorArray, double[] nodeArray)	Construct a Term Structure Instance based off of a Quartic Polynomial Spline

Uses of NodeStructure in org.drip.state.curve

Subclasses of NodeStructure in org.drip.state.curve

Modifier and Type	Class	Description
class	BasisSplineDeterministicVolatility	BasisSplineDeterministicVolatility extends the BasisSplineTermStructure for the specific case of the Implementation of the Deterministic Volatility Term Structure.
class	BasisSplineTermStructure	BasisSplineTermStructure implements the TermStructure Interface - if holds the latent states Term Structure Parameters.

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

Modifier and Type	Method	Description
NodeStructure	BasisSplineMarketSurface.xAnchorTermStructure(double strikeAnchor)
NodeStructure	BasisSplineMarketSurface.yAnchorTermStructure(double maturityDateAnchor)

Uses of NodeStructure in org.drip.state.nonlinear

Subclasses of NodeStructure in org.drip.state.nonlinear

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

Uses of NodeStructure in org.drip.state.volatility

Subclasses of NodeStructure in org.drip.state.volatility

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.