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

Packages that use ContinuousForwardRateUpdate

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

Uses of ContinuousForwardRateUpdate in org.drip.dynamics.lmm

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

Modifier and Type	Method	Description
static ContinuousForwardRateUpdate	ContinuousForwardRateUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblContinuousForwardRate, double dblContinuousForwardRateIncrement, double dblSpotRate, double dblSpotRateIncrement, double dblDiscountFactor, double dblDiscountFactorIncrement, double dblDContinuousForwardDXInitial, double dblDContinuousForwardDXTerminal)	Construct an Instance of ContinuousForwardRateUpdate
ContinuousForwardRateUpdate	ContinuousForwardRateEvolver.evolve(int iSpotDate, int iViewDate, int iSpotTimeIncrement, LSQMPointUpdate lsqmPrev)