Uses of Class
org.drip.dynamics.lmm.BGMPointUpdate

Packages that use BGMPointUpdate

Package	Description
org.drip.dynamics.lmm	LMM Based Latent State Evolution

Uses of BGMPointUpdate in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return BGMPointUpdate

Modifier and Type	Method	Description
static BGMPointUpdate	BGMPointUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblLIBOR, double dblLIBORIncrement, double dblContinuousForwardRate, double dblContinuousForwardRateIncrement, double dblSpotRate, double dblSpotRateIncrement, double dblDiscountFactor, double dblDiscountFactorIncrement, double dblInstantaneousEffectiveForwardRate, double dblInstantaneousNominalForwardRate, double dblLognormalLIBORVolatility, double dblContinuouslyCompoundedForwardVolatility)	Construct an Instance of BGMPointUpdate
BGMPointUpdate	LognormalLIBORPointEvolver.evolve(int iSpotDate, int iViewDate, int iSpotTimeIncrement, LSQMPointUpdate lsqmPrev)