Package org.drip.analytics.definition

Latent State Curves, Surfaces, Turns
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    Curve
    Curve extends the Latent State to abstract the functionality required among all financial curve.
    ExplicitBootCurve
    In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.
  • Class Summary
    Class Description
    LatentStateStatic
    LatentStateStatic contains the Analytics Latent State Static/Textual Identifiers.
    MarketSurface
    MarketSurface exposes the stub that implements the market surface that holds the latent state's Evolution parameters.
    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.
    Turn
    Turn implements rate spread at discrete time spans.